Optimal stopping and free boundary problems

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Optimal stopping and free boundary problems

フォーマット:

図書

責任表示:

Goran Peskir, Albert Shiryaev

言語:

英語

出版情報:

Basel : Birkhäuser Verlag, c2006

形態:

xxii, 500 p. : ill. ; 24 cm

著者名:

シリーズ名:

Lectures in mathematics ETH Zürich <BA18329564>

書誌ID:

BA78153885

ISBN:

9783764324193 [3764324198]

9783764373900 [3764373903] (: eISBN)

子書誌情報

所蔵情報

タイトル・著者・出版者が同じ資料

詳細

主題:	Boundary value problems; Economics, Mathematical; Nonlinear integral equations; Optimal stopping (Mathematical statistics)
分類・件名:	LCC : QA279.7 DC22 : 519.5 LCSH : Optimal stopping (Mathematical statistics) LCSH : Boundary value problems LCSH : Nonlinear integral equations LCSH : Economics, Mathematical
LCCN:	2006049876
注記:	Includes bibliographical references (p. [477]-492) and index
TTLL:	eng

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