This text provides a unifying approach to the valuation of different kinds of options, arranged so it presents a natural transition from the theory of optimal stopping problems to the valuation of options. The book also introduces generalized optimal stopping problems. more details
This text provides a unifying approach to the valuation of different kinds of options, arranged so it presents a natural transition from the theory of optimal stopping problems to the valuation of options. The book also introduces generalized optimal stopping problems.
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