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Provides mathematicians and applied researchers with a
well-developed framework in which option pricing can be formulated,
and a natural transition from the theory of optimal stopping
problems to the valuation of different kinds of options. With the
introduction of generalized optimal stopping theory, a unifying
approach to option pricing is presented.
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Nadine Gordimer
Paperback
(2)
R383
R310
Discovery Miles 3 100
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