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.
3764324198 (acid-free paper) 9783764324193 (acid-free paper)
2006049876
Optimal stopping (Mathematical statistics)
Boundary value problems.
Nonlinear integral equations.
Economics, Mathematical.
519.2 / P474o