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 .

9783764373900 (electronic bk.) 9783764324193 (paper)


Optimal stopping (Mathematical statistics)
Boundary value problems.
Nonlinear integral equations.
Economics, Mathematical.

QA279.7 / .P47 2006

519.5