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Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options.
With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented.
Lectures On Mathematical Finance And Related Topics
Nonlinear Option Pricing
Optimal Financial Decision Making under Uncertainty
Financial Mathematics
Introduction to Stochastic Finance
Measure, Probability, and Mathematical Finance
Theory and Econometrics of Financial Asset Pricing
Financial Mathematics of Market Liquidity
Introduction to Stochastic Finance with Market Examples
Introduction to Stochastic Calculus Applied to Finance
Arbitrage Theory in Continuous Time
Introduction to Financial Mathematics
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