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optimal pricing » options pricing, optimal planning, optimal policies

1
Published 1992
Springer Berlin Heidelberg
Table of Contents: ... -- Bounds for the price of options -- Brownian and diffusion decision processes -- Kantorovich's functionals...

2
by Karatzas, Ioannis, Shreve, Steven
Published 1998
Springer New York
... the context of Brownian-motion-driven asset prices, it develops contingent claim pricing and optimal...

3
by Karatzas, Ioannis, Shreve, Steven
Published 1998
Springer New York
... the context of Brownian-motion-driven asset prices, it develops contingent claim pricing and optimal...

4
by Karatzas, Ioannis, Shreve, Steven
Published 1998
Springer New York
... pricing and consumption/investment optimization). This book contains a detailed discussion of weak...