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Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems Cea 200contributions to Economic Analysis Vol.200

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Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems Cea 200contributions to Economic Analysis Vol.200 - Oksendal, Bernt, and Lund, D (Editor), and Clark, David, Professor (Editor)

This book is a result of recent developments in several fields. Mathematicians, statisticians, finance theorists, and economists found several interconnections in their research. The emphasis was on common methods, although the applications were also interrelated. The main topic is dynamic stochastic models, in which information arrives and ...

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