Optimal stopping and free-boundary problems
Auteur :
Peskir, Goran / Shiryaev, Albert
Éditeur :
Birkhauser Verlag AG
ISBN :
9783764324193
Date de publication :
16 août 2006
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.