Optimal Stopping Free Boundary Problems by Peskir Goran (12 results)

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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!

Condition: New. pp. 528.

Hardback. Condition: 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.

Condition: New. Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles. Series: Lectures in Mathematics. ETH Zurich. Num Pages: 502 pages, biography. BIC Classification: PB. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 236 x 163 x 42. Weight in Grams: 894. . 2006. 2006th Edition. Hardcover. . . . .

Condition: 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.

Hardcover. Condition: Like New. Like New. book.

Condition: New. Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles. Series: Lectures in Mathematics. ETH Zurich. Num Pages: 502 pages, biography. BIC Classification: PB. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 236 x 163 x 42. Weight in Grams: 894. . 2006. 2006th Edition. Hardcover. . . . . Books ship from the US and Ireland.

Hardback. Condition: 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.

Condition: New. Print on Demand pp. 528 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Condition: New. PRINT ON DEMAND pp. 528.