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 EPUB ● Pages 128 ● ISBN 9781351445818 ● Maison d’édition CRC Press ● Publié 2017 ● Téléchargeable 3 fois ● Devise EUR ● ID 5591947 ● Protection contre la copie Adobe DRM
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