Generalized Optimal Stopping Problems and Financial Markets
Dennis Wong
Taylor & Francis Ltd, 1996
220,75 €On orderDelivery: 2-3 weeks
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
- ISBN-13
- 9780582304000
- ISBN-10
- 0582304008
- Publisher
- Taylor & Francis Ltd
- Year
- 1996
- Publication date
- 1996-11-07
- Pages
- 128
- Dimensions
- 254x178x
- Weight
- 235