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Optimal Stopping and Free-Boundary Problems

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Cover of 'Optimal Stopping and Free-Boundary Problems'

Table of Contents

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    Book Overview
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    Chapter 1 Optimal stopping: General facts
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    Chapter 2 Stochastic processes: A brief review
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    Chapter 3 Optimal stopping and free-boundary problems
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    Chapter 4 Methods of solution
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    Chapter 5 Optimal stopping in stochastic analysis
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    Chapter 6 Optimal stopping in mathematical statistics
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    Chapter 7 Optimal stopping in mathematical finance
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    Chapter 8 Optimal stopping in financial engineering
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