Optimal Stopping and Free-Boundary Problems
Optimal Stopping and Free-Boundary Problems
- Basel Birkhäuser Basel 2006.
Mathematics and Statistics (Springer-11649)
9783764373900, 978-3-7643-7390-0
Differential equations, partial
Calculus of Variations and Optimal Control
Distribution (Probability theory)
Finance
Mathematical optimization
Mathematics
Mathematics
Optimization
Partial Differential Equations
Probability Theory and Stochastic Processes
Quantitative Finance
515.64, / 23
Mathematics and Statistics (Springer-11649)
9783764373900, 978-3-7643-7390-0
Differential equations, partial
Calculus of Variations and Optimal Control
Distribution (Probability theory)
Finance
Mathematical optimization
Mathematics
Mathematics
Optimization
Partial Differential Equations
Probability Theory and Stochastic Processes
Quantitative Finance
515.64, / 23