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Optimal Stopping and Free-Boundary Problems

Optimal Stopping and Free-Boundary Problems
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Catalogue Information
Nome campo dettagli
Dewey Class 519.5
Titolo Optimal Stopping and Free-Boundary Problems (EB) / by Goran Peskir, Albert Shiryaev
Autore Peskir, Goran
Added Personal Name Shiryaev, Albert N.
Other name(s) SpringerLink (Online service)
Pubblicazione Basel : Birkhäuser , 2006
Physical Details : v.: digital
Serie 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
Link alle Opere Legate
  • Riferimenti soggetto: .
  • Boundary value problems .
  • Calculus of Variations and Optimal Control .
  • Distribution (Probability theory) .
  • Finance .
  • Nonlinear integral equations .
  • Optimal stopping (Mathematical statistics) .
  • Optimization .
  • Quantitative Finance .

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