Generalized Optimal Stopping Problems and Financial Markets

By Dennis Wong

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.

• Format: Paperback
• Language: English
• ISBN: 0582304008
• ISBN13: 9780582304000
• Release Date: November 1996
• Publisher: CRC Press
• Length: 128 Pages
• Weight: 0.52 lbs.
• Dimensions: 0.3" x 6.7" x 9.7"