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Optimal Stopping and Free-Boundary Problems - Goran Peskir - Bog

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This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. Areas of application include financial mathematics, financial engineering, and mathematical statistics.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783764324193
  • Indbinding:
  • Hardback
  • Sideantal:
  • 502
  • Udgivet:
  • 16. August 2006
  • Udgave:
  • 2006
  • Størrelse:
  • 163x236x42 mm.
  • Vægt:
  • 958 g.
  • 8-11 hverdage.
  • 11. Oktober 2024
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This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. Areas of application include financial mathematics, financial engineering, and mathematical statistics.

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