Work

Optimal stopping and free-boundary problems

Year: 2006

Type: book-chapter

Abstract: 'Optimal stopping and free-boundary problems' published in 'Optimal Stopping and Free-Boundary Problems'

Source: Birkhäuser Basel eBooks

DOI: 10.1007/978-3-7643-7390-0_3

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Russian Foundation for Basic Research

OpenAlex ID: W604762380

FWCI: 106.8

Cites: 3

Cited by: 1,065

Related to: 10