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Optimal stopping and free-boundary problems/

Peskir, G.

Optimal stopping and free-boundary problems/ Goran Peskir, Albert Shiryaev. - Basel; Boston: Birkhäuser Verlag, c2006. - xxii, 500 p.; 24 cm. - Lectures in mathematics ETH Zürich .

Includes bibliographical references and index.

ISBN: 3764324198 (acid-free paper) 9783764324193 (acid-free paper)

LCCN: 2006049876

Subjects--Topical Terms:
Optimal stopping (Mathematical statistics)
Boundary value problems.
Nonlinear integral equations.
Economics, Mathematical.

Dewey Class. No.: 519.2 / P474o

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