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- Author: Dennis Wong
- Publisher: CRC Press
- ISBN-10: 0582304008
- ISBN-13: 9780582304000
- Format: 17 x 24.6 x 0.8 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
Generalized Optimal Stopping Problems and Financial Markets (e-book) (used book) | bookbook.eu
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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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- Author: Dennis Wong
- Publisher: CRC Press
- ISBN-10: 0582304008
- ISBN-13: 9780582304000
- Format: 17 x 24.6 x 0.8 cm, minkšti viršeliai
- Language: English English
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.
Reviews