Generalized Optimal Stopping Problems and Financial Markets

Nonfiction, Science & Nature, Mathematics
Cover of the book Generalized Optimal Stopping Problems and Financial Markets by Dennis Wong, CRC Press
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Author: Dennis Wong ISBN: 9781351445818
Publisher: CRC Press Publication: November 22, 2017
Imprint: Routledge Language: English
Author: Dennis Wong
ISBN: 9781351445818
Publisher: CRC Press
Publication: November 22, 2017
Imprint: Routledge
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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