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  1. Optimal Stopping and Free-Boundary Problems (Inbunden)

    av

    Goran Peskir, Albert Shiryaev

    ISBN: 9783764324193 - UTGIVEN: 2006-08-16

    Covers a connection between optimal stopping and free-boundary problems. This book uses minimal tools and focuses on key examples. It exposes the general theory of optimal stopping, at its basic principles in both discrete and continuous time. It is useful for graduate and postgraduate students, res[...]

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    från 449.00 kr