Irreversible Decisions Under Uncertainty: Optimal Stopping Made Easy Hardcover - 2007
by Svetlana Boyarchenko; Sergei Levendorskii
From the rear cover
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.
Details
- Title Irreversible Decisions Under Uncertainty: Optimal Stopping Made Easy
- Author Svetlana Boyarchenko; Sergei Levendorskii
- Binding Hardcover
- Edition 1st
- Pages 285
- Volumes 1
- Language ENG
- Publisher Springer
- Date 2007-09-03
- Illustrated Yes
- ISBN 9783540737452 / 3540737456
- Weight 1.33 lbs (0.60 kg)
- Dimensions 9.21 x 6.14 x 0.69 in (23.39 x 15.60 x 1.75 cm)
- Library of Congress Catalog Number 2007932628
- Dewey Decimal Code 330.015
More Copies for Sale
IRREVERSIBLE DECISIONS UNDER UNCERTAINTY: OPTIMAL STOPPING MADE EASY
by SVETLANA BOYARCHENKO, SERGEI LEVENDORSKII,
- New
- Hardcover
- first
- Condition
- New
- Edition
- 1st
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9783540737452 / 3540737456
- Quantity Available
- 5
- Seller
-
New Delhi, India
- Item Price
-
$80.00$10.00 shipping to USA
Show Details
IRREVERSIBLE DECISIONS UNDER UNCERTAINTY: OPTIMAL STOPPING MADE EASY
by SVETLANA BOYARCHENKO, SERGEI LEVENDORSKII,
- Used
- Hardcover
- first
- Condition
- UsedLikeNew
- Edition
- 1st
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9783540737452 / 3540737456
- Quantity Available
- 5
- Seller
-
New Delhi, India
- Item Price
-
$80.00$10.00 shipping to USA
Show Details
Irreversible Decisions Under Uncertainty: Optimal Stopping Made Easy
- New
- Condition
- New
- ISBN 10 / ISBN 13
- 9783540737452 / 3540737456
- Quantity Available
- 1
- Seller
-
New Delhi, India
- Item Price
-
$106.07$5.00 shipping to USA
Show Details
Irreversible Decisions under Uncertainty
by Sergei Levendorskii Svetlana Boyarchenko
- Used
- Hardcover
- Condition
- Used
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9783540737452 / 3540737456
- Quantity Available
- 1
- Seller
-
Woodside, New York, United States
- Item Price
-
$142.02$3.99 shipping to USA
Show Details
Irreversible Decisions under Uncertainty : Optimal Stopping Made Easy
by Sergei Levendorskii
- New
- Hardcover
- Condition
- New
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9783540737452 / 3540737456
- Quantity Available
- 459
- Seller
-
Uxbridge, Greater London, United Kingdom
- Item Price
-
$184.26$10.16 shipping to USA
Show Details
Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy (Studies in Economic Theory, 27)
by Boyarchenko, Svetlana; Levendorskii, Sergei
- New
- Hardcover
- Condition
- New
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9783540737452 / 3540737456
- Quantity Available
- 5
- Seller
-
campbelltown, Florida, United States
- Item Price
-
$261.00$15.00 shipping to USA