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Generalized Optimal Stopping Problems and Financial Markets

Gebonden Engels 1996 9780582304000
€ 213,71
Levertijd ± 8 werkdagen
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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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Inhoudsopgave

1 Preliminary, 2 Optimal Stopping Problems, 3 Financial Markets, 4 Options - A General View, 5 Options - Constrained Exercise Times,

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€ 213,71
Levertijd ongeveer 8 werkdagen
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          Generalized Optimal Stopping Problems and Financial Markets