Generalized Optimal Stopping Problems and Financial Markets

Generalized Optimal Stopping Problems and Financial Markets
Author :
Publisher : CRC Press
Total Pages : 132
Release :
ISBN-10 : 0582304008
ISBN-13 : 9780582304000
Rating : 4/5 (08 Downloads)
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Book Synopsis Generalized Optimal Stopping Problems and Financial Markets by : Dennis Wong

Download or read book Generalized Optimal Stopping Problems and Financial Markets written by Dennis Wong and published by CRC Press. This book was released on 1996-11-07 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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