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

Thesis (doctoral)--Aarhus Universitet, 2001.

Includes bibliographical references (p. 88-91).

Summary also in Danish.