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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| Auteurs principaux: | , |
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| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | English |
| Publié: |
Basel :
Birkhäuser Basel : Imprint: Birkhäuser,
2006.
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| Édition: | 1st ed. 2006. |
| Collection: | Lectures in Mathematics. ETH Zürich
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| Sujets: | |
| Accès en ligne: | https://doi.org/10.1007/978-3-7643-7390-0 |
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