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Optimal Stopping and Free-Boundary Problems Cover Image

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Optimal Stopping and Free-Boundary Problems [electronic resource] / by Goran Peskir, Albert Shiryaev.

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

Record details

ISBN: 9783764373900
Physical Description: 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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