Dennis Wong

Generalized Optimal Stopping Problems and Financial Markets (eBook, ePUB)

• Format: ePub

Produktbeschreibung

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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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 128
• Erscheinungstermin: 22. November 2017
• Englisch
• ISBN-13: 9781351445818
• Artikelnr.: 50917060

Autorenporträt

Dennis Wong

Inhaltsangabe

1 Preliminary
2 Optimal Stopping Problems
3 Financial Markets
4 Options - A General View
5 Options - Constrained Exercise Times