BOOK
Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy
Svetlana BoyarchenkoSerge Levendorskiǐ
Year: 2010 Digital Access to Libraries Publisher: Harris County Public Library
Keywords:
Optimal stopping Discrete time and continuous time Random walk Stopping time Mathematics Brownian motion Binomial options pricing model Trinomial tree Black–Scholes model Applied mathematics Valuation of options Discrete-time stochastic process Mathematical economics Mathematical optimization Econometrics Stochastic differential equation Continuous-time stochastic process Statistics
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82
Cited By
5.06
FWCI (Field Weighted Citation Impact)
0
Refs
0.95
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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