Generalized Optimal Stopping Problems and Financial Markets
| By: | Dennis Wong |
| Publisher: | Taylor & Francis |
| Print ISBN: | 9780582304000 |
| eText ISBN: | 9781351445818 |
| Edition: | 1 |
| Copyright: | 1996 |
| Format: | Reflowable |
Lifetime - $88.79
eBook Features
Instant Access
Purchase and read your book immediately
Read Offline
Access your eTextbook anytime and anywhere
Study Tools
Built-in study tools like highlights and more
Read Aloud
Listen and follow along as Bookshelf reads to you
Details
Table of Contents
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.