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Item Details
Title: STOCHASTIC MODELS AND OPTION VALUES
APPLICATIONS TO RESOURCES, ENVIRONMENT AND INVESTMENT PROBLEMS
By: D. Lund (Editor), Bernt Oksendal (Editor)
Format: Hardback

List price: £129.99
Our price: £129.99
ISBN 10: 0444886303
ISBN 13: 9780444886309
Availability: This item will be printed on demand and will usually be dispatched within 10 days.
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Stock: Currently 0 available
Publisher: EMERALD PUBLISHING LIMITED
Pub. date: 4 June, 1991
Series: Contributions to Economic Analysis 200
Pages: 312
Synopsis: 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, some deal with new methods of economic analysis, while some present important applications, to natural resources in particular.
Publication: UK
Imprint: Elsevier Science Ltd
Returns: Non-returnable
Some other items by this author:
ADVANCED MATHEMATICAL METHODS FOR FINANCE (HB)
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APPLIED STOCHASTIC CONTROL OF JUMP DIFFUSIONS
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MALLIAVIN CALCULUS FOR LEVY PROCESSES WITH APPLICATIONS TO FINANCE (PB)
STOCHASTIC ANALYSIS AND RELATED TOPICS (HB)
STOCHASTIC ANALYSIS AND RELATED TOPICS V (HB)
STOCHASTIC ANALYSIS AND RELATED TOPICS V (PB)
STOCHASTIC ANALYSIS AND RELATED TOPICS VI (HB)
STOCHASTIC ANALYSIS AND RELATED TOPICS VI (PB)
STOCHASTIC ANALYSIS AND RELATED TOPICS VII (HB)
STOCHASTIC ANALYSIS AND RELATED TOPICS VII (PB)
STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOTION AND APPLICATIONS (HB)
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STOCHASTIC DIFFERENTIAL EQUATIONS (PB)
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STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (PB)
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