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Generalized Optimal Stopping Problems and Financial Markets
Lieferzeit: Sofort lieferbar I
54,49 €*
ISBN-13:
9781351445818
Veröffentl:
2017
Seiten:
128
Autor:
Dennis Wong
eBook Typ:
EPUB
eBook Format:
EPUB
Kopierschutz:
2 - DRM Adobe
Sprache:
Englisch
Beschreibung:
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.
Preface. Preliminary. Optimal Stopping Problems. Financial Markets. Options - a General View. Options - Constrained Exercise Times. Options - Constrained Portfolios in M. Bibliography.