Generalized Optimal Stopping Problems and Financial Markets

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Generalized Optimal Stopping Problems and Financial Markets

Generalized Optimal Stopping Problems and Financial Markets

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Generalized Optimal Stopping Problems and Financial Markets

  • Brand: Unbranded

£149.16

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Sold by:

£149.16

In stock
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Description

Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory a unifying approach to option pricing is presented. Language: English
  • Brand: Unbranded
  • Category: Education
  • Artist: Dennis Wong
  • Format: Hardback
  • Language: English
  • Publication Date: 1996/11/07
  • Publisher / Label: CRC Press
  • Number of Pages: 128
  • Fruugo ID: 337427723-741065673
  • ISBN: 9780582304000

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