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Titlebook: Optimal Stopping and Free-Boundary Problems; Goran Peskir,Albert Shiryaev Book 2006 Birkh?user Basel 2006 Analysis.Financial mathematics.M

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書目名稱Optimal Stopping and Free-Boundary Problems
編輯Goran Peskir,Albert Shiryaev
視頻videohttp://file.papertrans.cn/703/702929/702929.mp4
概述A comprehensive treatment of optimal stopping and free-boundary problems ranging from pure theoretical aspects describing methods of solution to specific examples worked out in full detail.Marries the
叢書名稱Lectures in Mathematics. ETH Zürich
圖書封面Titlebook: Optimal Stopping and Free-Boundary Problems; Goran Peskir,Albert Shiryaev Book 2006 Birkh?user Basel 2006 Analysis.Financial mathematics.M
描述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 theory in both discrete and continuous time using both martingale and Mar- vian approaches; To select a seriesof concrete problems ofgeneral interest from the t- ory of probability, mathematical statistics, and mathematical ?nance that can be reformulated as problems of optimal stopping of stochastic processes and solved by reduction to free-boundary problems of real analysis (Stefan problems). The table of contents found below gives a clearer idea of the material included in the monograph. Credits and historical comments are given at the end of each chapter or section. The bibliography contains a material for further reading. Acknowledgements.TheauthorsthankL.E.Dubins,S.E.Graversen,J.L.Ped- sen and L. A. Shepp for useful discussions. The authors are grateful to T. B. To- zovafortheexcellenteditorialworkonthemonograph.Financialsupportandh- pitality from ETH, Zur ¨ ich (Switzerland), MaPhySto (Denmark), MIMS (Man- ester) and Thiele Centre (Aarhu
出版日期Book 2006
關(guān)鍵詞Analysis; Financial mathematics; Mathematical statistics; Measure; Stochastic Processes; Stochastic analy
版次1
doihttps://doi.org/10.1007/978-3-7643-7390-0
isbn_ebook978-3-7643-7390-0
copyrightBirkh?user Basel 2006
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rking life. It also identifies implications for preparing individuals for work and then maintaining their skills throughout working life. It does this by examining the relations between the changing requirements for working life and how individuals engage in work through an analysis that engages a r
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rking life. It also identifies implications for preparing individuals for work and then maintaining their skills throughout working life. It does this by examining the relations between the changing requirements for working life and how individuals engage in work through an analysis that engages a r
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rking life. It also identifies implications for preparing individuals for work and then maintaining their skills throughout working life. It does this by examining the relations between the changing requirements for working life and how individuals engage in work through an analysis that engages a r
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rking life. It also identifies implications for preparing individuals for work and then maintaining their skills throughout working life. It does this by examining the relations between the changing requirements for working life and how individuals engage in work through an analysis that engages a r
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ociological view point.Accentuates the perspective of the inThis book aims to provide a fresh account of the changing nature of work and how workers are changing as result of the requirements of contemporary working life. It also identifies implications for preparing individuals for work and then ma
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ociological view point.Accentuates the perspective of the inThis book aims to provide a fresh account of the changing nature of work and how workers are changing as result of the requirements of contemporary working life. It also identifies implications for preparing individuals for work and then ma
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