Shiryaev, Albert N. Optimal stopping rules. Reprint of the 1978 3rd ed. (English) Zbl 1138.60008 Applications of Mathematics 8. Berlin: Springer (ISBN 978-3-540-74010-0/pbk; 978-3-540-74011-7/ebook). xii, 217 p. (2008). Reviewer: Pavel Gapeev (London) MSC: 60-02 60G40 60J05 60J25 35R35 62C10 62L15 62L10 PDFBibTeX XMLCite \textit{A. N. Shiryaev}, Optimal stopping rules. Reprint of the 1978 3rd ed. Berlin: Springer (2008; Zbl 1138.60008) Full Text: DOI
Peskir, Goran; Shiryaev, Albert Optimal stopping and free-boundary problems. (English) Zbl 1115.60001 Lectures in Mathematics, ETH Zürich. Basel: Birkhäuser (ISBN 3-7643-2419-8/hbk). xxii, 500 p. (2006). Reviewer: Pavel Gapeev (Berlin) MSC: 60-02 60G40 35R35 45G10 45G15 62C10 62L15 60H05 91B28 60H10 PDFBibTeX XMLCite \textit{G. Peskir} and \textit{A. Shiryaev}, Optimal stopping and free-boundary problems. Basel: Birkhäuser (2006; Zbl 1115.60001)