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

Optimal Stopping and Free-Boundary Problems

    • 39,99 €
    • 39,99 €

Description de l’éditeur

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 et nature
SORTIE
2006
10 novembre
LANGUE
EN
Anglais
LONGUEUR
524
Pages
ÉDITIONS
Birkhäuser Basel
DÉTAILS DU FOURNISSEUR
Springer Science & Business Media LLC
TAILLE
12,5
Mo
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