LIBROS DEL AUTOR: goran peskir

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  • Optimal Stopping and Free-Boundary Problems
    Albert Shiryaev / Goran Peskir
    This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, sp...
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    192,93 €