Optimal Stopping and Free-Boundary Problems
The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theory in both discrete and continuous time using both mar...
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| Hlavní autoři: | , |
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| Korporativní autor: | |
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | English |
| Vydáno: |
Basel :
Birkhäuser Basel : Imprint: Birkhäuser,
2006.
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| Vydání: | 1st ed. 2006. |
| Edice: | Lectures in Mathematics. ETH Zürich
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| Témata: | |
| On-line přístup: | https://doi.org/10.1007/978-3-7643-7390-0 |
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