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Optimal Stopping and Free-Boundary Problems
作者
Goran Peskir / Albert Shiryaev / Alʹbert Nikolaevich Shiri︠a︡ev
出版Birkhäuser, 2006-08-16
ISBN
3764324198 / 9783764324193
主題
Business & Economics
Optimal Stopping and Free-Boundary Problems
作者
Goran Peskir / Albert Shiryaev
出版Springer Science & Business Media, 2006-11-10
ISBN
9783764373900 / 3764373903
主題
Mathematics
Optimal Stopping of the Maximum Process
作者
Goran Peškir / Aarhus universitet. Afdeling for teoretisk statistik
出版1997
ISBN
OCLC:246451966
On the Fundamental Solution of the Kolmogorov-Shir...
作者
Goran Peškir / Aarhus Universitet. Matematisk Institut. Afdelingen for Teoretisk Statistik
出版2004
ISBN
OCLC:474683649
Principles of Optimal Stopping and Free-boundary P...
作者
Goran Peskir
出版2001
ISBN
STANFORD:36105113405745
主題
Boundary value problems
The Azéma-Yor Embedding in Brownian Motion with Dr...
作者
Goran Peškir / Aarhus universitet. Afdeling for teoretisk statistik
出版1998
ISBN
OCLC:247412749
Solving the Poisson Disorder Problem
作者
Albert N. Shiryaev / Goran Peskir / Aarhus Universitet. Center for Matematisk Fysik og Stokastik / Aarhus Universitet. Matematisk Institut. Afdelingen for Teoretisk Statistik
出版2000
ISBN
OCLC:471894828
On the Brownian First-passage Time Over a One-side...
作者
Goran Peškir / A. N.. Shiryaev / Al'bert Nikolaevič Širâev / Aarhus universitet. Afdeling for teoretisk statistik
出版1997
ISBN
OCLC:246451126
Levý-Khintchine Inequalities, Multiple Reflection,...
作者
Goran Peskir / Aarhus Universitet. Matematisk Institut. Afdelingen for Teoretisk Statistik
出版1999
ISBN
OCLC:460645499
Maximal Inequalities for the Ornstein-Uhlenbeck Pr...
作者
Goran Peškir / Svend Erik Graversen / Aarhus universitet. Afdeling for teoretisk statistik / Aarhus universitet. Center for matematisk fysik og stokastik
出版1998
ISBN
OCLC:247344459
Sequential Testing Problems for Poisson Processes
作者
Goran Peškir / Al'bert Nikolaevič Širâev / Alʹbert Nikolaevich Shiri︠a︡ev / Aarhus universitet. Afdeling for teoretisk statistik
出版1998
ISBN
OCLC:247412827
The Concept of Risk in the Theory of Option Pricin...
作者
Goran Peškir / Aarhus universitet. Afdeling for teoretisk statistik / Centre for Analytical Finance / Aarhus Universitet / Handelshøjskolen i Århus
出版1997
ISBN
OCLC:246454034
Controlling the Velocity of Brownian Motion by Its...
作者
Goran Peškir / Aarhus universitet. Afdeling for teoretisk statistik / Aarhus universitet. Center for matematisk fysik og stokastik
出版1997
ISBN
OCLC:247343251
The Integral Analogue of the Hardy-Littlewood L Lo...
作者
Goran Pes̆kir / Aarhus universitet. Afdeling for teoretisk statistik
出版1996
ISBN
OCLC:246445652
Designing Options Given the Risk
作者
Goran Peskir
出版1997
ISBN
OCLC:1255820424
Solving Non-linear Optimal Stopping Problems by th...
作者
Goran Peškir / Jesper Lund Pedersen / Aarhus universitet. Afdeling for teoretisk statistik
出版1997
ISBN
OCLC:247405470
The Wiener Disorder Problem with Finite Horizons
作者
Pavel V. Gapeev / Goran Peskir / Aarhus Universitet. Afdelingen for Teoretisk Statistik
出版2003
ISBN
OCLC:488858516
The Wiener Sequential Testing Problem with Finite ...
作者
Pavel V. Gapeev / Goran Peskir / Aarhus Universitet. Afdelingen for Teoretisk Statistik
出版2003
ISBN
OCLC:488858525
On the Russian Option
作者
Goran Peškir / Svend Erik Graversen / Aarhus universitet. Afdeling for teoretisk statistik
出版1995
ISBN
OCLC:60295096
Sequentical Testing Problems for Poisson Processes
作者
Goran Peskir / Al'bert Nikolaevic Sirjaev
出版1998
ISBN
OCLC:488254085
From Uniform Laws of Large Numbers to Uniform Ergo...
作者
Goran Peskir
出版2000
ISBN
OCLC:462276414
主題
Differentiable dynamical systems
On the Diffusion Coefficient
作者
Goran Peškir / Aarhus Universitet. Matematisk Institut. Afdelingen for Teoretisk Statistik / Aarhus Universitet. Center for Matematisk Fysik og Stokastik
出版2000
ISBN
OCLC:461350863
Functional Analysis IV
作者
Davor Butković
出版1994
ISBN
OCLC:258382838
主題
Functional analysis
A Change-of-variable Formula with Local Time on Su...
作者
Goran Peskir / Aarhus Universitet. Matematisk Institut. Afdelingen for Teoretisk Statistik / University of Aarhus. Department of Mathematical Sciences (MaPhySto)
出版2004
ISBN
OCLC:474683641
Market Forces and Dynamic Asset Pricing
作者
Goran Peškir / Jamsheed Shorish / Aarhus universitet. Afdeling for teoretisk statistik / Aarhus universitet. Center for matematisk fysik og stokastik
出版1998
ISBN
OCLC:247072779
Maximum Process Prblems in Optimal Control Theory
作者
Goran Peskir / Aarhus Universitet. Afdelingen for Teoretisk Statistik
出版2001
ISBN
OCLC:488858414
Local Time-space Calculus and Extensions of Itô's ...
作者
Raouf Ghomrasni
出版2002
ISBN
OCLC:473528929
The Inequalitites of Khintichine and Expanding Sph...
作者
Goran Peskir / Albert Nikolaevic Shirjaev
出版1994
ISBN
OCLC:488925511
Bounding the Maximal Height of a Diffusion by the ...
作者
Goran Peškir / Aarhus Universitet. Center for Matematisk Fysik og Stokastik / Aarhus Universitet. Matematisk Institut. Afdelingen for Teoretisk Statistik
出版1999
ISBN
OCLC:247245910
A Note on the Call-put Parity and a Call-put Duali...
作者
Goran Peskir / Albert N. Shiryaev / Centre for Analytical Finance / Aarhus Universitet / Handelshøjskolen i Århus
出版2000
ISBN
OCLC:461933874