| 000 -LEADER |
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| fixed length control field |
03196nam a22004815i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-3-540-73746-9 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20161121231002.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
100301s2007 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783540737469 |
| -- |
978-3-540-73746-9 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-3-540-73746-9 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB1-846.8 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
KCA |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS069030 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.1 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Boyarchenko, Svetlana. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Irreversible Decisions under Uncertainty |
| Medium |
[electronic resource] : |
| Remainder of title |
Optimal Stopping Made Easy / |
| Statement of responsibility, etc. |
by Svetlana Boyarchenko, Sergei Levendorskii. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XVI, 285 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Studies in Economic Theory, |
| International Standard Serial Number |
1431-8849 ; |
| Volume/sequential designation |
27 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Game theory. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economic theory. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economic Theory/Quantitative Economics/Mathematical Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance, general. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Game Theory, Economics, Social and Behav. Sciences. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Levendorskii, Sergei. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783540737452 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Studies in Economic Theory, |
| International Standard Serial Number |
1431-8849 ; |
| Volume/sequential designation |
27 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-540-73746-9 |
| 912 ## - |
|---|
| -- |
ZDB-2-SBE |
