Generalized Optimal Stopping Problems and Financial Markets
Taylor & Francis

Generalized Optimal Stopping Problems and Financial Markets - Hardback

Edition: 1st Edition
Subjects: Maths & Science, Applied mathematics
ISBN13: 9780582304000
Published: 07 Nov 1996

Format - Hardback
By Dennis Wong

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Regular price A$193.60
Sale price A$193.60 Regular price A$242.00

Generalized Optimal Stopping Problems and Financial Markets - Hardback

Regular price A$193.60
Sale price A$193.60 Regular price A$242.00
Product description

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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