Articles liés à Optimal Stopping and Free-boundary Problems
Synopsis
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, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
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Optimal Stopping and Free Boundary Problems
Edité par
Springer, Basel, Birkhäuser Basel Aug 2006, 2006
ISBN 10 : 3764324198
ISBN 13 : 9783764324193
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics. 500 pp. Englisch. N° de réf. du vendeur 9783764324193
Quantité disponible : 2 disponible(s)
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Optimal Stopping and Free Boundary Problems
Edité par
Springer, Basel, Birkhäuser Basel, 2006
ISBN 10 : 3764324198
ISBN 13 : 9783764324193
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics. N° de réf. du vendeur 9783764324193
Quantité disponible : 2 disponible(s)
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Optimal Stopping and Free-Boundary Problems
Edité par
Birkhauser, 2006
ISBN 10 : 3764324198
ISBN 13 : 9783764324193
Ancien ou d'occasion
Couverture rigide
Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 2. N° de réf. du vendeur G3764324198I4N10
Quantité disponible : 1 disponible(s)
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9783764324193_new
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Optimal Stopping and Free-boundary Problems
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : New. N° de réf. du vendeur 4201741-n
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
Vendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. N° de réf. du vendeur I-9783764324193
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Optimal Stopping and Free-Boundary Problems
Edité par
Birkhäuser Basel, 2006
ISBN 10 : 3764324198
ISBN 13 : 9783764324193
Neuf
Kartoniert / Broschiert
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 4 sur 5 étoiles
Kartoniert / Broschiert. Etat : New. 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 detailMarries the three classic problem formulations due to Lagra. N° de réf. du vendeur 5278922
Quantité disponible : Plus de 20 disponibles
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
Vendeur : BennettBooksLtd, San Diego, NV, Etats-Unis
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hardcover. Etat : New. In shrink wrap. Looks like an interesting title! N° de réf. du vendeur Q-3764324198
Quantité disponible : 1 disponible(s)
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Optimal Stopping and Free-Boundary Problems
Edité par
Birkhauser Verlag AG, CH, 2006
ISBN 10 : 3764324198
ISBN 13 : 9783764324193
Neuf
Couverture rigide
Vendeur : Rarewaves.com UK, London, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardback. Etat : New. 2006 ed. The book aims at disclosing a fascinating connection between optimal stoppingproblems in probability and free-boundary problems in analysis using minimal toolsand focusing on key examples. The general theory of optimal stopping is exposed at thelevel of basic principles in both discrete and continuous time covering martingale andMarkovian methods. Methods of solution explained range from classic ones (such aschange of time, change of space, change of measure) to more recent ones (such as localtime-space calculus and nonlinear integral equations). A detailed chapter on stochasticprocesses is included making the material more accessible to a wider cross-disciplinaryaudience. The book may be viewed as an ideal compendium for an interested readerwho wishes to master stochastic calculus via fundamental examples.Areas of application where examples are worked out in full detail include financialmathematics (American, Russian, Asian options), financial engineering (optimalprediction of the ultimate maximum), mathematical statistics (sequential testing,quickest detection), and stochastic analysis (fundamental inequalities).Large portions of the text were not exposed in abook format before. The book also suggests anumber of new avenues for research. N° de réf. du vendeur LU-9783764324193
Quantité disponible : Plus de 20 disponibles
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Optimal Stopping and Free-Boundary Problems
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 528. N° de réf. du vendeur 26304784
Quantité disponible : 4 disponible(s)