Peskir, Goran.

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

QA279.7 / P47 2006