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

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

Goran Peskir, Albert N. Shiryaev

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

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