The Resource Optimal stopping and free-boundary problems, Goran Peskir, Albert Shiryaev

Optimal stopping and free-boundary problems, Goran Peskir, Albert Shiryaev

Label
Optimal stopping and free-boundary problems
Title
Optimal stopping and free-boundary problems
Statement of responsibility
Goran Peskir, Albert Shiryaev
Creator
Contributor
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorName
Peskir, G.
Illustrations
illustrations
Index
index present
LC call number
QA279.7
LC item number
.P47 2006
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Shiri︠a︡ev, A. N.
Series statement
Lectures in mathematics ETH Zürich
http://library.link/vocab/subjectName
  • Optimal stopping (Mathematical statistics)
  • Boundary value problems
  • Nonlinear integral equations
  • Economics, Mathematical
Label
Optimal stopping and free-boundary problems, Goran Peskir, Albert Shiryaev
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Contents
Optimal stopping : general facts -- Stochastic processes : a brief review -- Optimal stopping and free-boundary problems -- Methods of solution -- Optimal stopping in stochastic analysis -- Optimal stopping in mathematical statistics -- Optimal stopping in mathematical finance -- Optimal stopping in financial engineering
Dimensions
24 cm.
Extent
xxii, 500 p.
Isbn
9783764373900
Isbn Type
(e-ISBN)
Lccn
2006049876
Other control number
9783764324193
Other physical details
ill.
System control number
  • 2653413-01okla_normanlaw
  • (SIRSI)2653413
  • (Sirsi) o70775766
  • (OCoLC)70775766
Label
Optimal stopping and free-boundary problems, Goran Peskir, Albert Shiryaev
Publication
Bibliography note
Includes bibliographical references and index
Contents
Optimal stopping : general facts -- Stochastic processes : a brief review -- Optimal stopping and free-boundary problems -- Methods of solution -- Optimal stopping in stochastic analysis -- Optimal stopping in mathematical statistics -- Optimal stopping in mathematical finance -- Optimal stopping in financial engineering
Dimensions
24 cm.
Extent
xxii, 500 p.
Isbn
9783764373900
Isbn Type
(e-ISBN)
Lccn
2006049876
Other control number
9783764324193
Other physical details
ill.
System control number
  • 2653413-01okla_normanlaw
  • (SIRSI)2653413
  • (Sirsi) o70775766
  • (OCoLC)70775766

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