Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)

by Albert Shiryaev (Author), Goran Peskir (Author)

New
Hardcover
2006
$167.39

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.

Synopsis

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.

$167.39

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 500
Edition: illustrated edition
Publisher: Birkhauser
Published: 16 Aug 2006
ISBN 10: 3764324198
ISBN 13: 9783764324193

Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)

New

$167.39

Synopsis

$167.39

More Information