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
A. Cox
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其他
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作者:
A. Cox

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这些注释旨在伴随最佳停止研究生课程,并且有些地方有点简短。他们遵循 Peskir 和 Shiryaev 所著的《Optimal Stopping and Freeboundary Problems》一书,一般可以在那里找到更多详细信息。
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.