Generalised optimal stopping problems and financial markets. (2017)

• Record Type: Book
• Further Information: Note: Dennis Wong.
• Other Names: Wong, Dennis
• Contents: 1. Preliminary -- 2. Optimal Stopping Problems -- 3. Financial Markets -- 4. Options -- A General View -- 5. Options -- Constrained Exercise Times -- 6. Options -- Constrained Portfolios in M.
• Publisher Details: Place of publication not identified : Routledge
• Publication Date: 2017
• Extent: 1 online resource (128 pages)
• Subjects: 332/.0412; Capital market -- Statistical methods; Optimal stopping (Mathematical statistics); Capital market -- Statistical methods; Optimal stopping (Mathematical statistics); Kapitaalmarkt; Stoptijden (wiskunde); Optimaliseren; Statistische methoden; Kapitalmarkt; Stochastisches Modell; Optimales Stoppen; Pesquisa operacional
• Languages: English
• ISBNs: 9781351445818; 1351445812
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.