Optimal Stopping and Free-Boundary Problems [electronic resource] /
by Goran Peskir, Albert Shiryaev.
- Basel : Birkhäuser Verlag, 2006.
- v.: digital
- Lectures in Mathematics. ETH Zürich .
9783764373900
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 Finance