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(Download) "Optimal Stopping and Free-Boundary Problems" by Goran Peskir & Albert Shiryaev # Book PDF Kindle ePub Free

Optimal Stopping and Free-Boundary Problems

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eBook details

  • Title: Optimal Stopping and Free-Boundary Problems
  • Author : Goran Peskir & Albert Shiryaev
  • Release Date : January 10, 2006
  • Genre: Mathematics,Books,Science & Nature,
  • Pages : * pages
  • Size : 12481 KB

Description

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.


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