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Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy (Studies in Economic Theory)

Svetlana Boyarchenko, Sergei Levendorskii




[PDF.bh99] Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy (Studies in Economic Theory)

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 | #4785631 in Books |  Springer |  2007-10-12 | Original language:English | PDF # 1 |  9.21 x.69 x6.14l,1.33 | File type: PDF | 285 pages

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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-H...

You easily download any file type for your gadget.Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy (Studies in Economic Theory)   |  Svetlana Boyarchenko, Sergei Levendorskii. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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