Generalised optimal stopping problems and financial markets /

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 theor...

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Bibliographic Details

Main Author:	Wong, Dennis
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	[Place of publication not identified] : Routledge, 2017.
Series:	Pitman research notes in mathematics series, 358
Subjects:	Capital market > Statistical methods. Optimal stopping (Mathematical statistics) MATHEMATICS / General Electronic books.
Online Access:	Connect to the full text of this electronic book