Optimal Stopping and Free-Boundary Problems

• 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