Bibliographical Remarks

The present book is the second volume of the monograph devoted to systematical presentation of stochastic approximation methods for American type options for Markov log-price processes.

The main part of bibliography contained about 600 references is given in the 1st volume, Silvestrov (2014). This bibliography is supplied by bibliographical remarks, which also include historical notes.

The present bibliography supplements the above one by the latest references to works devoted to option problematics and related topics, such as optimal stoping problems for stochastic processes. It mostly includes references to works, which were published during the last tree years and are not presented in the bibliography of the 1st volume. ...

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