http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
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 theory, a unifying approach to option pricing is presented.
1. Preliminary -- 2. Optimal Stopping Problems -- 3. Financial Markets -- 4. Options -- A General View -- 5. Options -- Constrained Exercise Times -- 6. Options -- Constrained Portfolios in M.
Optimal stopping (Mathematical statistics)