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.
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Generalized Optimal Stopping Problems and Financial Markets
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Generalized Optimal Stopping Problems and Financial Markets
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69.99
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Product Details
| ISBN-13: | 9781351445818 |
|---|---|
| Publisher: | CRC Press |
| Publication date: | 11/22/2017 |
| Series: | Chapman & Hall/CRC Research Notes in Mathematics Series |
| Sold by: | Barnes & Noble |
| Format: | eBook |
| Pages: | 128 |
| File size: | 3 MB |
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