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Generalised optimal stopping problems and financial markets / Dennis Wong.

LIBRA HG4523 .W66 1996
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Format:
Book
Author/Creator:
Wong, Dennis.
Series:
Pitman research notes in mathematics series 0269-3674 ; 358.
Pitman research notes in mathematics series, 0269-3674 ; 358
Language:
English
Subjects (All):
Capital market--Statistical methods.
Capital market.
Optimal stopping (Mathematical statistics).
Physical Description:
114 pages ; 25 cm.
Place of Publication:
Harlow, Essex, England : Longman, 1996.
Notes:
Includes bibliographical references (pages 111-114).
ISBN:
0582304008
OCLC:
35243447

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