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Optimal Stopping Theory and American Options

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print:
2019
Published Online:
February 2020
ISBN:
9780198851615
eISBN:
9780191886218
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198851615.003.0028
Subject:
Economics and Finance, Econometrics

In this chapter we present the dynamic programming approach to optimal stopping problems. We start by presenting the discrete time theory, deriving the relevant Bellman equation. We present the Snell ... More


Human Memory Search

Eddy J. Davelaar and Jeroen G. W. Raaijmakers

in Cognitive Search: Evolution, Algorithms, and the Brain

Published in print:
2012
Published Online:
May 2016
ISBN:
9780262018098
eISBN:
9780262306003
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262018098.003.0011
Subject:
Sociology, Social Psychology and Interaction

The importance of understanding human memory search is hard to exaggerate: we build and live our lives based on what we remember. This chapter explores the characteristics of memory search, with ... More


Sex Preferences and Two-Sex Models

C. Y. Cyrus Chu

in Population Dynamics: A New Economic Approach

Published in print:
1998
Published Online:
November 2020
ISBN:
9780195121582
eISBN:
9780197561287
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195121582.003.0010
Subject:
Earth Sciences and Geography, Economic Geography

The demographic models I reviewed in previous chapters are all one-sex models, in which the sex referred to is usually the female. This setting can be justified if we assume either that the ... More


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