Peskir, Goran.
Optimal Stopping and Free-Boundary Problems [electronic resource] / by Goran Peskir, Albert Shiryaev. - Basel : Birkhäuser Basel, 2006. - digital. - Lectures in Mathematics. ETH Zürich . - Lectures in Mathematics. ETH Zürich .
9783764373900
10.1007/978-3-7643-7390-0 doi
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.
QA315-316 QA402.3 QA402.5-QA402.6
515.64
Optimal Stopping and Free-Boundary Problems [electronic resource] / by Goran Peskir, Albert Shiryaev. - Basel : Birkhäuser Basel, 2006. - digital. - Lectures in Mathematics. ETH Zürich . - Lectures in Mathematics. ETH Zürich .
9783764373900
10.1007/978-3-7643-7390-0 doi
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.
QA315-316 QA402.3 QA402.5-QA402.6
515.64