Title of article
An optimal stopping problem in a diffusion-type model with delay
Author/Authors
Pavel V. Gapeev، نويسنده , , Markus Rei?، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2006
Pages
8
From page
601
To page
608
Keywords
Stochastic delay differential equation , Free-boundary problem , Sufficient statistic , Smooth fit , Girsanov’s theorem , Itoˆ ’s formula , Diffusion process , Optimal stopping
Journal title
Statistics and Probability Letters
Serial Year
2006
Journal title
Statistics and Probability Letters
Record number
140681
Link To Document