Peskir, Goran.

Optimal stopping and free-boundary problems - Basel : Birkhäuser Verlag, 2006. - xxii, 500p. : ill. ; 24 cm. - Lectures in Mathematics. ETH Zürich .

Includes bibliographical references and index.

9783764324193


Boundary Value Problems
Optimal Stopping
Operations Research
Calculus
Probabilities
Optimal Control
Optimization
Mathematical Optimization
Nonlinear Integral Equations
Partial Differential Equations
Calculus of Variations
Calculus
Mathematical Economics
Mathematical Statistics
Probability
Probability Theory
Statistics
Environmental Engineering
Civil Engineering
Physical Sciences
Applied Sciences
Mathematical Statistics
Quantitative Finance
Finance

519.5 / PES