Generalized Optimal Stopping Problems and Financial Markets
Format:Hardback
Publisher:Taylor & Francis Ltd
Published:7th Nov '96
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9780582304000
Dimensions: unknown
Weight: 235g
128 pages