Optimal Stopping and Applications
Optimal Stopping and Applications
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发表时间:
2009
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通讯作者:
A. Cox
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作者:
A. Cox
These notes are intended to accompany a Graduate course on Optimal stopping, and in places are a bit brief. They follow the book ‘Optimal Stopping and Freeboundary Problems’ by Peskir and Shiryaev, and more details can generally be found there.