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Optimal Stopping and Free-Boundary Problems

Peskir, Goran.

Optimal Stopping and Free-Boundary Problems [electronic resource] / by Goran Peskir, Albert Shiryaev. - Basel : Birkhauser Verlag, 2006. - xxii, 500 p. : digital ; 24 cm. - Lectures in Mathematics.ETH Zurich .

ISBN: 9783764373900 (electronic bk.) 9783764324193 (paper)

Subjects--Topical Terms:
Optimal stopping (Mathematical statistics)
Boundary value problems.
Nonlinear integral equations.
Economics, Mathematical.

LC Class. No.: QA279.7 / .P47 2006

Dewey Class. No.: 519.5

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Optimal Stopping and Free-Boundary Problems

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