Generalized Optimal Stopping Problems and Financial Markets

1st Edition

Dennis Wong

Chapman and Hall/CRC
Published November 7, 1996
Reference - 128 Pages
ISBN 9780582304000 - CAT# LM0400
Series: Chapman & Hall/CRC Research Notes in Mathematics Series

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Summary

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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