• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Generalized Optimal Stopping Problems and Financial Markets

Generalized Optimal Stopping Problems and Financial Markets

Paperback

Series: Chapman & Hall/CRC Research Notes in Mathematics, Book 358

Investing & FinanceGeneral MathematicsProbability & Statistics

ISBN10: 0582304008
ISBN13: 9780582304000
Publisher: CRC Press
Published: Nov 7 1996
Pages: 128
Weight: 0.52
Height: 0.32 Width: 6.68 Depth: 9.70
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.

Also in

Investing & Finance