Generalized Optimal Stopping Problems and Financial Markets / Edition 1

by Dennis Wong

Overview

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.

Product Details

ISBN-13:	9780582304000
Publisher:	Taylor & Francis
Publication date:	11/07/1996
Series:	Chapman & Hall/CRC Research Notes in Mathematics Series , #358
Pages:	128
Product dimensions:	7.00(w) x 10.00(h) x (d)

About the Author

Dennis Wong

Table of Contents

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