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Optimal Stopping and Free-Boundary Problems

By: Goran Peskir (Author) , Albert Shiryaev (Author)

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Ksh 23,750.00

Format: Hardback or Cased Book

ISBN-13: 9783764324193

Publisher: Birkhauser Verlag AG

Publication Date: Aug 16th, 2006

Weight: 958 grams

Dimension: 23.60 x 16.30 x 4.20 cms

Category: MATHEMATICS

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This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. Areas of application include financial mathematics, financial engineering, and mathematical statistics.

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