Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
Edition: 1 edition
Publisher: Birkhäuser Basel
Published: September 25, 2006
Language: eng
Format: Hardcover
Number of pages: 500
ISBN-13: 9783764324193
Subjects: Nonlinear integral equations; Finance; Mathematics; Science/Mathematics; Optimal stopping (Mathematical statistics); Differential Equations; Linear Programming; Financial mathematics; Mathematical statistics; Mathematics / Linear Programming; Stochastic analysis; Stochastic process; stochastic calculus; Probability & Statistics - General; Boundary value problems