Optimal Stopping and Free-Boundary Problems

Optimal Stopping and Free-Boundary Problems

Bibliographic Details
Published in:	Springer e-books
Main Author:	Peskir, Goran
Corporate Author:	SpringerLink (Online service)
Other Authors:	Shiryaev, Albert
Format:	eBook
Language:	English
Published:	Basel : Birkhäuser Verlag, 2006.
Series:	Lectures in Mathematics ETH Zürich
Subjects:	Differential equations, partial Distribution (Probability theory) Finance Mathematical optimization mathematics Calculus of Variations and Optimal Control optimization Partial Differential Equations Probability Theory and Stochastic Processes Quantitative Finance
Online Access:	http://dx.doi.org/10.1007/978-3-7643-7390-0 Перейти в каталог НБ ТГУ

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