Generalized Optimal Stopping Problems and Financial Markets

ISBN: 9780582304000

出版社: CRC Pr I Llc

出版年: 1996-1

页数: 132

定价: $ 178.48

装帧: Pap

内容简介

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.