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100301s2007 gw | s |||| 0|eng d |
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|a 9783540737469
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| 024 |
7 |
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|a 10.1007/978-3-540-73746-9
|2 doi
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|a (DE-He213)978-3-540-73746-9
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|a E-Book
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7 |
|a KCA
|2 thema
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| 100 |
1 |
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|a Boyarchenko, Svetlana.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 245 |
1 |
0 |
|a Irreversible Decisions under Uncertainty
|h [electronic resource] :
|b Optimal Stopping Made Easy /
|c by Svetlana Boyarchenko, Sergei Levendorskii.
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| 250 |
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|a 1st ed. 2007.
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| 264 |
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1 |
|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 2007.
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| 300 |
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|a XVI, 285 p.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
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|a text file
|b PDF
|2 rda
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| 490 |
1 |
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|a Studies in Economic Theory,
|x 1431-8849 ;
|v 27
|
| 490 |
1 |
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|a Springer eBook Collection
|
| 505 |
0 |
|
|a Discrete time — discrete space models. Finite time horizon -- Real options and American options -- Risk-neutral pricing. Finite time horizon case -- Discrete time — discrete space models. Infinite time horizon -- Random walks on ? -- Options in the binomial and trinomial models -- General random walks on ?: Option pricing -- Discrete time — continuous space models -- Random walks on ? -- Basic options in the model (7.5) -- Optimal stopping for general random walks -- Continuous time - continuous space models -- Brownian motion case -- General Lévy processes -- Embedded options -- Extensions -- American options with finite time horizon -- Perpetual American and real options under Ornstein-Uhlenbeck processes.
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| 520 |
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|a 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.
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| 590 |
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|a Loaded electronically.
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| 590 |
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|a Electronic access restricted to members of the Holy Cross Community.
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| 650 |
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0 |
|a Economic theory.
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| 650 |
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0 |
|a Finance.
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| 650 |
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0 |
|a Game theory.
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| 690 |
|
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|a Electronic resources (E-books)
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| 700 |
1 |
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|a Levendorskii, Sergei.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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| 710 |
2 |
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|a SpringerLink (Online service)
|
| 773 |
0 |
|
|t Springer eBooks
|
| 830 |
|
0 |
|a Studies in Economic Theory,
|x 1431-8849 ;
|v 27
|
| 830 |
|
0 |
|a Springer eBook Collection.
|
| 856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://doi.org/10.1007/978-3-540-73746-9
|3 Click to view e-book
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|c 02-26-20
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|a Business and Economics (Springer-11643)
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| 902 |
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|a springer purchased ebooks
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