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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| Format: | eBook |
| Language: | English |
| Published: |
[Place of publication not identified] :
Routledge,
2017.
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| Series: | Pitman research notes in mathematics series ;
358. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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