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