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1. Optimal Stopping and Free-Boundary Problems
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Author:
Peskir, Goran; Shiriiaaev, Al'bert Nikolaevich; Struwe, Michael; Shiryaev, Albert
Publisher:
Birkhäuser Basel 2006
Format:
e-book
2. From Stochastic Calculus to Mathematical Finance
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Author:
Kabanov, Yu; Kabanov, Yuri; Liptser, Robert; Lipttsser, Robert Shevilevich; Shiriiaaev, Al'bert Nikolaevich; Stoiiaanov, Iordan; Liptser, R.; Stoyanov, J.
Publisher:
Springer Berlin Heidelberg 2006
Format:
e-book