Optimal Stopping and Free-Boundary Problems
Albert Shiryaev, Goran Peskir
Birkhauser Verlag AG, 2006
158,95 €On orderDelivery: 2-3 weeks
Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles.
- ISBN-13
- 9783764324193
- ISBN-10
- 3764324198
- Publisher
- Birkhauser Verlag AG
- Year
- 2006
- Publication date
- 2006-08-16
- Pages
- 502
- Dimensions
- 236x163x42
- Weight
- 958