Optimal Stopping and Free-Boundary Problems Optimal Stopping and Free-Boundary Problems
Lectures in Mathematics ETH Zürich

Optimal Stopping and Free-Boundary Problems

Goran Peskir & Albert Shiryaev
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Publisher Description

Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles.

GENRE
Science & Nature
RELEASED
2006
November 10
LANGUAGE
EN
English
LENGTH
524
Pages
PUBLISHER
Birkhäuser Basel
SELLER
Springer Nature B.V.
SIZE
12.5
MB

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