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Can I read Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich) on EtoBox?
Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich) by Goran Peskir; Albert Shiryaev; Alʹbert Nikolaevich Shiri︠a︡ev is a business book available to read on EtoBox.
What is Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich) about?
The book aims at disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems in analysis using minimal tools and focusing on key examples. The general theory of optimal stopping is exposed at the level of basic principles in both discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from classic ones (such as change of time, change of space, change of measure) to more recent ones (such as lo
Who reads Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Goran Peskir; Albert Shiryaev; Alʹbert Nikolaevich Shiri︠a︡ev
- Publisher
- Birkhäuser Basel
- Published
- 2006
- Language
- EN
- ISBN
- 9783764324193
- Category
- business
- Subjects
- Mathematics, Business, Programming
- Updated
- 2026-03-25
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