Generalised optimal stopping problems and financial markets / Dennis Wong.

Author
Wong, Dennis [Browse]
Format
Book
Language
English
Εdition
First edition.
Published/​Created
[Place of publication not identified] : Routledge, 2017.
Description
1 online resource (114 pages).

Details

Subject(s)
Series
  • Pitman research notes in mathematics series ; 358. [More in this series]
  • Pitman Research Notes in Mathematics Series, 0269-3674 ; 358
Summary note
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.
Bibliographic references
Includes bibliographical references.
Source of description
Description based on print version record.
Contents
  • Chapter 1 Preliminary / Dennis Wong
  • chapter 2 Optimal Stopping Problems / Dennis Wong
  • chapter 3 Financial Markets / Dennis Wong
  • chapter 4 Options
  • A General View / Dennis Wong
  • chapter 5 Options
  • Constrained Exercise Times / Dennis Wong
  • chapter 6 Options
  • Constrained Portfolios in M / Dennis Wong.
ISBN
  • 1-351-44582-0
  • 1-351-44581-2
  • 0-203-75372-0
  • 9780203753729
OCLC
  • 1014381900
  • 1022197016
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