Optimal Stopping and Free-Boundary Problems

by

Write The First Customer Review

Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles.

Optimal Stopping and Free-Boundary Problems 2006, Birkhauser, Basel, Switzerland

ISBN-13: 9783764324193

Hardcover

Select