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Irreversible Decisions under Uncertainty - Optimal Stopping Made Easy (Hardcover, 2007 ed.) Loot Price: R4,430
Discovery Miles 44 300
Irreversible Decisions under Uncertainty - Optimal Stopping Made Easy (Hardcover, 2007 ed.): Svetlana Boyarchenko, Sergei...

Irreversible Decisions under Uncertainty - Optimal Stopping Made Easy (Hardcover, 2007 ed.)

Svetlana Boyarchenko, Sergei Levendorskii

Series: Studies in Economic Theory, 27

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Loot Price R4,430 Discovery Miles 44 300 | Repayment Terms: R415 pm x 12*

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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 pricing via the Wiener-Hopf factorization.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Studies in Economic Theory, 27
Release date: September 2007
First published: 2007
Authors: Svetlana Boyarchenko • Sergei Levendorskii
Dimensions: 235 x 155 x 23mm (L x W x T)
Format: Hardcover
Pages: 285
Edition: 2007 ed.
ISBN-13: 978-3-540-73745-2
Categories: Books > Business & Economics > Economics > Economic theory & philosophy
Promotions
LSN: 3-540-73745-6
Barcode: 9783540737452

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