Optimal Stopping and Free-Boundary Problems

Authors:

ISBN: 978-3-7643-2419-3 (Print) 978-3-7643-7390-0 (Online)

Table of contents (8 chapters)

  1. Front Matter

    Pages i-xxii

  2. No Access

    Chapter

    Pages 1-52

    Optimal stopping: General facts

  3. No Access

    Chapter

    Pages 53-121

    Stochastic processes: A brief review

  4. No Access

    Chapter

    Pages 123-142

    Optimal stopping and free-boundary problems

  5. No Access

    Chapter

    Pages 143-241

    Methods of solution

  6. No Access

    Chapter

    Pages 243-285

    Optimal stopping in stochastic analysis

  7. No Access

    Chapter

    Pages 287-373

    Optimal stopping in mathematical statistics

  8. No Access

    Chapter

    Pages 375-436

    Optimal stopping in mathematical finance

  9. No Access

    Chapter

    Pages 437-476

    Optimal stopping in financial engineering

  10. Back Matter

    Pages 477-500