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Optimal Stopping and Free-Boundary Problems

Contributor(s): Peskir, Goran., authorMaterial type: Computer fileComputer fileLanguage: English Publication details: Basel Birkhäuser Basel 2006. ISBN: 9783764373900, 978-3-7643-7390-0Subject(s): 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 FinanceDDC classification: 515.64, Online resources: Click here to access online
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