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Dennis Wong
Generalized Optimal Stopping Problems and Financial Markets [PDF ebook]

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Cover of Dennis Wong: Generalized Optimal Stopping Problems and Financial Markets (PDF)

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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Format PDF ● Pages 128 ● ISBN 9781351445825 ● Publisher CRC Press ● Published 2017 ● Downloadable 3 times ● Currency EUR ● ID 5591948 ● Copy protection Adobe DRM

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Dennis Wong RobertJ. Elliott Alberta, Canada) Elliott Robert J. (University of Calgary

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