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...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Peskir, Goran (Author), Shiryaev, Albert (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Basel : Birkhäuser Basel : Imprint: Birkhäuser, 2006.
Edition:1st ed. 2006.
Series:Lectures in Mathematics. ETH Zürich
Subjects:
Probabilities.
Mathematical optimization.
Calculus of variations.
Differential equations.
Social sciences-Mathematics.
Probability Theory.
Calculus of Variations and Optimization.
Differential Equations.
Mathematics in Business, Economics and Finance.
Online Access:Texto Completo

Internet

Texto Completo

Items no disponibles

Holdings details from

Similar Items