Optimal Stopping and Free-Boundary Problems by Albert Shiryaev, Goran Peskir

Optimal Stopping and Free-Boundary Problems

Lectures in Mathematics Eth Zurich

Albert Shiryaev, Goran Peskir

500 pages missing pub info (editions)

nonfiction mathematics challenging informative medium-paced
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The present monograph, based mainly on studies of the authors and their - authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic results (with proofs) of optimal stopping theor...

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