Generalized Optimal Stopping Problems and Financial Markets
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.
1138623453
Generalized Optimal Stopping Problems and Financial Markets
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.
160.0
In Stock
5
1
Generalized Optimal Stopping Problems and Financial Markets
128
Generalized Optimal Stopping Problems and Financial Markets
128
160.0
In Stock
Product Details
| ISBN-13: | 9780582304000 |
|---|---|
| Publisher: | Taylor & Francis |
| Publication date: | 11/07/1996 |
| Series: | Chapman & Hall/CRC Research Notes in Mathematics Series , #358 |
| Pages: | 128 |
| Product dimensions: | 7.00(w) x 10.00(h) x (d) |
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