| Generalized Optimal Stopping Problems and Financial Markets Contributor(s): Wong, Dennis (Author) |
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ISBN: 0582304008 ISBN-13: 9780582304000 Publisher: CRC Press OUR PRICE: $75.95 Product Type: Paperback - Other Formats Published: November 1996 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Finance - General - Mathematics | Applied - Mathematics | Probability & Statistics - General |
| Dewey: 332.041 |
| LCCN: 96031182 |
| Series: Pitman Research Notes in Mathematics Series |
| Physical Information: 0.32" H x 6.68" W x 9.7" (0.52 lbs) 128 pages |