Optimal Stopping and Free-Boundary Problems [electronic resource] / by Goran Peskir, Albert Shiryaev.
By: Peskir, Goran.
Contributor(s): Shiryaev, Albert | SpringerLink (Online service).
Material type:
BookSeries: Lectures in Mathematics. ETH Zürich.Publisher: Basel : Birkhäuser Basel, 2006Description: digital.ISBN: 9783764373900.Subject(s): Mathematics | Differential equations, partial | Finance | Mathematical optimization | Distribution (Probability theory) | Mathematics | Calculus of Variations and Optimal Control; Optimization | Probability Theory and Stochastic Processes | Partial Differential Equations | Quantitative FinanceDDC classification: 515.64 Online resources: Click here to access online
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