Optimal Stopping and Free-Boundary Problems

• Κύριοι συγγραφείς: Peskir, Goran (Συγγραφέας), Shiryaev, Albert (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Basel : Birkhäuser Basel, 2006.
• Σειρά: Lectures in Mathematics. ETH Zürich
• Θέματα: Mathematics.; Partial differential equations.; Economics, Mathematical.; Calculus of variations.; Probabilities.; Probability Theory and Stochastic Processes.; Calculus of Variations and Optimal Control; Optimization.; Partial Differential Equations.; Quantitative Finance.

The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theory in both discrete and continuous time using both mar...