Principles of optimal stopping and free-boundary problems
By: Goran Peskir.
Series: Lecture notes series / Matematisk Institut's Publikationer, Aarhus Universitet -- no. 68.; Lecture notes series (Aarhus universitet. Matematisk institut) -- no. 68.
Publisher: University of Aarhus, Department of Mathematics
Published: 2001
Place of publication: Aaarhus
Language: eng
Number of pages: 95
Subjects: Optimal stopping (Mathematical statistics); Boundary value problems.
Notes: Dissertation.

"December 2001."--Cover.

Includes bibliographical references.