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
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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
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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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