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 (University of Aarhus, Department of Mathematics) -- no.68.
Publisher: University of Aarhus, Dept. of Mathematics
Published: 2002
Place of publication: Aarhus, Denmark
Language: eng
Number of pages: 95
Subjects: Optimal stopping (Mathematical statistics); Boundary value problems.
Notes: "December 2001"--Cover.

Based on the author's thesis.