Generalized Optimal Stopping Problems and Financial Markets (Chapman And Hall/crc Research Notes In Mathematics Ser. #358)
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- Synopsis
- 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.
- Copyright:
- 1996
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 128 Pages
- ISBN-13:
- 9781351445818
- Related ISBNs:
- 9780582304000, 9780203753729
- Publisher:
- CRC Press
- Date of Addition:
- 09/25/23
- Copyrighted By:
- Longman
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.