Optimal stopping and free-boundary problems
The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theory in both discrete and continuous time using both mar...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Basel :
Birkhäuser Basel
[20..].
Cham : Springer Nature |
| Collection: | Lectures in Mathematics. ETH Zürich
|
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Description d'après consultation du 15 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Optimal stopping and free boundary problems, Goran Peskir, Albert Shiryaev, 2006, Basel [etc.], Birkhäuser Verlag, 1 vol. (XXII-500 p.), Lectures in mathematics / ETH Zürich, 3-7643-2419-8 |