@techreport{Gapeev2003Note,
abstract = {We consider an optimal stopping problem in a certain model described
by a stochastic delay differential equation. We reduce the initial
problem to a free-boundary problem of parabolic type and prove
the corresponding verification assertion. We also give an example of
such an optimal stopping problem related to mathematical finance.},
author = {Pavel V. Gapeev and M. Rei\ss{}},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; Suchtheorie; Stochastischer Prozess; Theorie; stochastic delay differential equation},
language = {eng},
note = {urn:nbn:de:kobv:11-10050820},
number = {2003,47},
title = {A Note on Optimal Stopping in Models with Delay},
type = {Discussion papers of interdisciplinary research project 373},
url = {http://hdl.handle.net/10419/22261},
year = {2003}
}