| 書目名稱 | Irreversible Decisions under Uncertainty |
| 副標(biāo)題 | Optimal Stopping Mad |
| 編輯 | Svetlana Boyarchenko,Sergei Levendorskii |
| 視頻video | http://file.papertrans.cn/476/475454/475454.mp4 |
| 概述 | Presents an alternative approach to optimal stopping problems.The Approach can be used to many problems in finance and economics.Includes supplementary material: |
| 叢書名稱 | Studies in Economic Theory |
| 圖書封面 |  |
| 描述 | .In real life, as well as in economic models, individuals often make decisions in an uncertain environment. In many cases, a problem which an optimizing agent faces can be formulated or reformulated as a problem of optimal timing of a certain irreversible or partially reversible action or optimal stopping problem. In this book, the 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.. |
| 出版日期 | Book 2007 |
| 關(guān)鍵詞 | American Options; Finance; Good and Bad News Principles; Optimal Stopping; Real Options; Wiener-Hopf fact |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-73746-9 |
| isbn_softcover | 978-3-642-09293-0 |
| isbn_ebook | 978-3-540-73746-9Series ISSN 1431-8849 Series E-ISSN 2196-9930 |
| issn_series | 1431-8849 |
| copyright | Springer-Verlag Berlin Heidelberg 2007 |
|Archiver|手機(jī)版|小黑屋|
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