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Optimal Stopping and Free-Boundary Problems Cover Image E-book E-book

Optimal Stopping and Free-Boundary Problems

Peskir, Goran. (author.). Shiryaev, Albert. (author.). SpringerLink (Online service) (Added Author).

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  • ISBN: 9783764373900
  • Physical Description: electronic
    electronic resource
    access
    remote
    XXII, 500p. online resource.
  • Publisher: Basel : Birkhäuser Basel, 2006.

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Subject: Mathematics
Differential equations, partial
Finance
Mathematical optimization
Distribution (Probability theory)
Mathematics
Calculus of Variations and Optimal Control; Optimization
Probability Theory and Stochastic Processes
Partial Differential Equations
Quantitative Finance

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