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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).

Record details

  • 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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264 1. ‡aBasel : ‡bBirkhäuser Basel, ‡c2006.
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650 0. ‡aDifferential equations, partial.
650 0. ‡aFinance.
650 0. ‡aMathematical optimization.
650 0. ‡aDistribution (Probability theory).
65014. ‡aMathematics.
65024. ‡aCalculus of Variations and Optimal Control; Optimization.
65024. ‡aProbability Theory and Stochastic Processes.
65024. ‡aPartial Differential Equations.
65024. ‡aQuantitative Finance.
7001 . ‡aShiryaev, Albert. ‡eauthor.
7102 . ‡aSpringerLink (Online service)
7730 . ‡tSpringer eBooks
77608. ‡iPrinted edition: ‡z9783764324193
830 0. ‡aLectures in Mathematics. ETH Zürich
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