Téléchargez le livre : Irreversible Decisions under Uncertainty

Irreversible Decisions under Uncertainty

Optimal Stopping Made Easy de

,

Éditeur :

Springer


Collection :

Studies in Economic Theory

Paru le : 2007-08-26

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Description
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.
Pages
285 pages
Collection
Studies in Economic Theory
Parution
2007-08-26
Marque
Springer
EAN papier
9783540737452
EAN PDF
9783540737469
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
28
Taille du fichier
2642 Ko
Prix
147,69 €

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