Generalized Optimal Stopping Problems and Financial Markets

Informationen zum Autor Dennis Wong Klappentext 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. Zusammenfassung 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 Inhaltsverzeichnis 1 Preliminary, 2 Optimal Stopping Problems, 3 Financial Markets, 4 Options - A General View, 5 Options - Constrained Exercise Times,

Product details

• Authors: Dennis Wong, Wong Dennis
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 07.11.1996
• EAN: 9780582304000
• ISBN: 978-0-582-30400-0
• No. of pages: 128
• Series: Chapman & Hall/CRC Research Notes in Mathematics Series
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; Social sciences, law, business > Business > General, dictionaries; Finance, BUSINESS & ECONOMICS / Finance / General, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Applied, Probability & statistics, Applied mathematics, Probability and statistics, Finance and the finance industry