Share
Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. Eth Zürich)
Goran Peskir; Albert Shiryaev (Author)
·
Birkhäuser
· Hardcover
Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. Eth Zürich) - Goran Peskir; Albert Shiryaev
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: U.S.A.
(Import costs included in the price)
It will be shipped from our warehouse between
Monday, June 24 and
Wednesday, July 10.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
Synopsis "Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. Eth Zürich)"
This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
✓ Producto agregado correctamente al carro, Ir a Pagar.