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Generalised optimal stopping problems and financial markets

Wong, Dennis

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ISBN 10: 0582304008 / ISBN 13: 9780582304000
Published by Addison Wesley, Essex, 1996
Used Condition: Very Good in Very Good DJ Soft cover
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About this Item

114 pp. 8vo. Paperback. Minor wear to back cover. Spine ends slightly bumped. Soiling to corner of top edge, and corners of inside back cover and a few pages. Complete title: "Generalised optimal stopping problems and financial markets". Pitman Research Notes in Mathematical Series 358. Bookseller Inventory # 126549

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Bibliographic Details

Title: Generalised optimal stopping problems and ...

Publisher: Addison Wesley, Essex

Publication Date: 1996

Binding: Paperback

Book Condition:Very Good in Very Good DJ

About this title


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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