Articles liés à Irreversible Decisions Under Uncertainty: Optimal Stopping...

Irreversible Decisions Under Uncertainty: Optimal Stopping Made Easy - Couverture rigide

Livre 20 sur 29: Studies in Economic Theory

Boyarchenko, Svetlana; Levendorskii, Sergei

 
9783540737452: Irreversible Decisions Under Uncertainty: Optimal Stopping Made Easy

Synopsis

Here, two highly experienced authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Here, two highly experienced authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.