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Optimal Stopping and Free-Boundary Problems
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Catalogue Information
Field name
Details
Dewey Class
519.5
Title
Optimal Stopping and Free-Boundary Problems (EB) / by Goran Peskir, Albert Shiryaev
Author
Peskir, Goran
Added Personal Name
Shiryaev, Albert N.
Other name(s)
SpringerLink (Online service)
Publication
Basel : Birkhäuser , 2006
Physical Details
: v.: digital
Series
Lectures in mathematics / ETH Zürich
ISBN
9783764373900
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site
http://dx.doi.org/10.1007/978-3-7643-7390-0
Links to Related Works
Subject References:
Boundary value problems
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Calculus of Variations and Optimal Control
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Distribution (Probability theory)
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Finance
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Nonlinear integral equations
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Optimal stopping (Mathematical statistics)
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Optimization
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Quantitative Finance
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Authors:
Peskir, Goran
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Shiryaev, Albert N.
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Shiryaev, Albert N.
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See Also:
Širjaev, Alʹbert N.
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Širjaev, Alʹbert N., 1934-
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Širjaev, Alʹbert N.
.
Širjaev, Alʹbert N., 1934-
.
Corporate Authors:
SpringerLink (Online service)
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Series:
Lectures in mathematics / ETH Zürich
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Classification:
519.5
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519.5 (DDC 22)
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