Generalized Optimal Stopping Problems and Financial Markets (Chapman & Hall/CRC Research Notes in Mathematics Series) - Hardcover

Wong, Dennis

 
9780582304000: Generalized Optimal Stopping Problems and Financial Markets (Chapman & Hall/CRC Research Notes in Mathematics Series)

Synopsis

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.

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About the Author

Dennis Wong

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