Skip to main content alibris logo

Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems

by ,

Write The First Customer Review
Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems - Lund, D (Editor), and Oksendal, Bernt (Editor)
Filter Results
Shipping
Item Condition
Seller Rating
Other Options
Change Currency

This book is a result of recent developments in several fields. Mathematicians, statisticians, finance theorists, and economists found several interconnections in their research. The emphasis was on common methods, although the applications were also interrelated. The main topic is dynamic stochastic models, in which information arrives and decisions are made sequentially. This gives rise to what finance theorists call option value, what some economists label quasi-option value. Some papers extend the mathematical theory, ...

loading
Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems 1991, Elsevier Science Ltd, Bingley

ISBN-13: 9780444886309

Hardcover