Optimal Stopping and Free-Boundary Problems - Peskir, Goran., author (Basel Birkhäuser Basel, 2006)
Mathematics and Statistics (Springer-11649)
Keywords: Differential equations, partial; Calculus of Variations and Optimal Control; Distribution (Probability theory); Finance; Mathematical optimization; Mathematics; Mathematics; Optimization; Partial Differential Equations; Probability Theory and Stochastic Processes; Quantitative Finance