Optimal Stopping and Free-Boundary Problems

Optimal Stopping and Free-Boundary Problems

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Bibliographic Details
Main Author: Peskir, Goran
Other Authors: Shiryaev, Albert
Format: Electronic Kit Book
Language:English
Published: Basel BirkhΓuser Verlag 2006
Series:Lectures in Mathematics. ETH ZΓΌrich
Subjects:
Mathematical optimization
Distribution (Probability theory)
Finance
Differential equations, partial
Mathematics
Calculus of Variations and Optimal Control
Optimization
Probability Theory and Stochastic Processes
Quantitative Finance
Partial Differential Equations
Online Access:http://dx.doi.org/10.1007/978-3-7643-7390-0

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