Generalized Optimal Stopping Problems and Financial Markets
Nonfiction, Science & Nature, Mathematics
| 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.
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.
