LIBROS DEL AUTOR: sergei levendorskii

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  • Irreversible Decisions under Uncertainty
    Sergei Levendorskii / Svetlana Boyarchenko
    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 ?....
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    244,52 €