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Generalised optimal stopping problems and financial markets /
Dennis Wong.
imprint
Harlow, Engl. : Addison Wesley Longman, 1996.
description
114 p. cm.
ISBN
0582304008 (alk. paper)
format(s)
Book
Holdings
More Details
author
imprint
Harlow, Engl. : Addison Wesley Longman, 1996.
isbn
0582304008 (alk. paper)
catalogue key
1257660
 
Includes bibliographical references.
A Look Inside
Summaries
Main Description
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.
Table of Contents
Preliminaryp. 1
Optimal Stopping Problemsp. 19
Financial Marketsp. 59
Options - A General Viewp. 73
Options - Constrained Exercise Timesp. 79
Options - Constrained Portfolios in Mp. 101
Table of Contents provided by Blackwell. All Rights Reserved.

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