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

Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
Details
- OL Work ID
- OL19088406W
Subjects
Boundary value problemsPartial Differential equationsMathematicsDistribution (Probability theory)Differential equations, partialFinanceMathematical optimizationCalculus of Variations and Optimal Control; OptimizationProbability Theory and Stochastic ProcessesQuantitative Finance