Peskir, Goran
Optimal Stopping and Free-Boundary Problems
Table of contents
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
DRM-restrictions
Printing: not available
Clipboard copying: not available
Avainsanat: MATHEMATICS / General MAT000000
- Tekijä(t)
- Peskir, Goran
- Shiryaev, Albert
- Julkaisija
- Springer
- Julkaisuvuosi
- 2006
- Kieli
- en
- Painos
- 1
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783764373900
