Optimal stopping and free-boundary problems :: SCD d'Orléans

Optimal stopping and free-boundary problems

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...

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Dades bibliogràfiques
Autors principals:	Peškir, Goran, Širâev, Al½bert Nikolaevič, 1934- (Autor)
Format:	Livre numérique
Idioma:	Anglais
Publicat:	Basel : Birkhäuser Basel [20..]. Cham : Springer Nature
Col·lecció:	Lectures in Mathematics. ETH Zürich
Matèries:	Équations intégrales non linéaires Mathématiques économiques Problèmes aux limites
Accés en línia:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Nota:	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

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