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

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Couverture du 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 ● Maison d’édition CRC Press ● Publié 2017 ● Téléchargeable 3 fois ● Devise EUR ● ID 5591948 ● Protection contre la copie Adobe DRM

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

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