Peskir, Goran
Optimal Stopping and Free-Boundary Problems
1. Optimal stopping: General facts
2. Stochastic processes: A brief review
3. Optimal stopping and free-boundary problems
4. Methods of solution
5. Optimal stopping in stochastic analysis
6. Optimal stopping in mathematical statistics
7. Optimal stopping in mathematical finance
8. Optimal stopping in financial engineering
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Keywords: MATHEMATICS / General MAT000000
- Author(s)
- Peskir, Goran
- Shiryaev, Albert
- Publisher
- Springer
- Publication year
- 2006
- Language
- en
- Edition
- 1
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783764373900