Generalized Optimal Stopping Problems and Financial Markets

ISBN-13: 9780582304000 / Angielski / Miękka / 1996 / 128 str.

Dennis Wong;Wong

Opis

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.

Spis treści

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

O autorze

Dennis Wong