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

by Goran Peskir, Albert N. Shiryaev

Cover of Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)

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Boundary value problemsPartial Differential equationsMathematicsDistribution (Probability theory)Differential equations, partialFinanceMathematical optimizationCalculus of Variations and Optimal Control; OptimizationProbability Theory and Stochastic ProcessesQuantitative Finance
Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich) by Goran Peskir, Albert N. Shiryaev — book · Vinony