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Generalized Optimal Stopping Problems and Financial Markets: 358 (Chapman & Hall/CRC Research Notes in Mathematics Series) - Hardcover

Wong, Dennis

 
9780582304000: Generalized Optimal Stopping Problems and Financial Markets: 358 (Chapman & Hall/CRC Research Notes in Mathematics Series)
Hardcover
ISBN 10: 0582304008 ISBN 13: 9780582304000
Publisher: Chapman and Hall/CRC, 1996
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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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  • PublisherChapman and Hall/CRC
  • Publication date1996
  • ISBN 10 0582304008
  • ISBN 13 9780582304000
  • BindingHardcover
  • Edition number1
  • Number of pages128

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Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Dennis WongProvides 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 option. Seller Inventory # 594808308

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