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Generalized Optimal Stopping Problems and Financial Markets

Dennis Wong author

Format:Hardback

Publisher:Taylor & Francis Ltd

Published:7th Nov '96

Currently unavailable, and unfortunately no date known when it will be back

Generalized Optimal Stopping Problems and Financial Markets cover

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