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Optimal stopping and free-boundary problems

Peskir, G

Optimal stopping and free-boundary problems Goran Peskir and Albert Shiryaev - Basel Birkhauser 2006 - xxii,500p. - Lectures in mathematics eth ziirich .

ISBN: 9783764324193

Subjects--Topical Terms:
FREE-BOUNDARY PROBLEMS
MARKOVIAN APPROACH
STEFAN PROBLEMS
ULTIMATE INTEGRAL

Dewey Class. No.: 517.544 / PES-O

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