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Science and Math Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy (Studies in Economic Theory)
 Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy (Studies in Economic Theory) PDF ePub book

Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy (Studies in Economic Theory)

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 pr...

By Svetlana Boyarchenko
Series: Studies in Economic Theory (Book 27)
Hardcover: 285 pages
Publisher: Springer; 2007 edition (October 12, 2007)
Language: English
ISBN-10: 9783540737452
ISBN-13: 978-3540737452
ASIN: 3540737456
Product Dimensions: 6.1 x 0.7 x 9.2 inches
Amazon Rank: 6200974
Format: PDF Text djvu book

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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 pr...
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