rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Generalised optimal stopping problems and financial markets
  title info:
    title: MATHnetBASE
  name:
    name part: Wong, Dennis.
    role:
      role term: creator
  name:
    name part: Taylor & Francis
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: xx
    date issued: 2017
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (128 pages).
  abstract: 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.
  table of contents: 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.
  target audience: general
  note: Dennis Wong.
  subject:
    topic: Capital market
    topic: Statistical methods
  subject:
    topic: Optimal stopping (Mathematical statistics)
  subject:
    topic: MATHEMATICS / General
  classification: HG4523
  classification: 332/.0412
  identifier: 1351445812
  identifier: 9781351445818
  identifier: 9780203753729
  identifier: 0203753720
  identifier: 9781351445825
  identifier: 1351445820
  identifier: 9781351445801
  identifier: 1351445804
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: OCoLC-P
    record creation date: 180120
    record change date: 20220613175656.7
    record identifier: in00004580624
    language of cataloging:
      language term: eng