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...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Main Authors: Peskir, Goran. (Author, http://id.loc.gov/vocabulary/relators/aut), Shiryaev, Albert. (http://id.loc.gov/vocabulary/relators/aut)
Autor Corporativo: SpringerLink (Online service)
Formato: Recurso Electrónico livro electrónico
Idioma:English
Publicado em: Basel : Birkhäuser Basel : Imprint: Birkhäuser, 2006.
Edição:1st ed. 2006.
Colecção:Lectures in Mathematics. ETH Zürich
Assuntos:
Acesso em linha:https://doi.org/10.1007/978-3-7643-7390-0
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!