An optimal stopping problem in a diffusion-type model with delay

Pavel V. Gapeev، نويسنده , , Markus Rei?، نويسنده ,

فصلنامه با شماره پیاپی سال 2006

8

601

608

Stochastic delay differential equation , Free-boundary problem , Sufficient statistic , Smooth fit , Girsanov’s theorem , Itoˆ ’s formula , Diffusion process , Optimal stopping

Statistics and Probability Letters

2006

Statistics and Probability Letters

140681