Generalized Optimal Stopping Problems and Financial Markets
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- 48,99 €
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- 48,99 €
Descrizione dell’editore
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.