Optimal Stopping and Free-Boundary Problems
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...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Basel :
Birkhäuser Basel,
2006.
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| Series: | Lectures in Mathematics. ETH Zürich
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
