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...
Sparad:
| Huvudupphovsmän: | , |
|---|---|
| Institutionell upphovsman: | |
| Materialtyp: | Elektronisk E-bok |
| Språk: | English |
| Publicerad: |
Basel :
Birkhäuser Basel : Imprint: Birkhäuser,
2006.
|
| Upplaga: | 1st ed. 2006. |
| Serie: | Lectures in Mathematics. ETH Zürich
|
| Ämnen: | |
| Länkar: | https://doi.org/10.1007/978-3-7643-7390-0 |
| Taggar: |
Lägg till en tagg
Inga taggar, Lägg till första taggen!
|
Lägg till första kommentaren!