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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Gapeev, Pavel V. | en |
dc.contributor.author | Reiß, M. | en |
dc.date.accessioned | 2009-01-29T14:55:13Z | - |
dc.date.available | 2009-01-29T14:55:13Z | - |
dc.date.issued | 2003 | - |
dc.identifier.pi | urn:nbn:de:kobv:11-10050820 | en |
dc.identifier.uri | http://hdl.handle.net/10419/22261 | - |
dc.description.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. | en |
dc.language.iso | eng | en |
dc.publisher | |aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlin | en |
dc.relation.ispartofseries | |aSFB 373 Discussion Paper |x2003,47 | en |
dc.subject.ddc | 330 | en |
dc.subject.stw | Suchtheorie | en |
dc.subject.stw | Stochastischer Prozess | en |
dc.subject.stw | Theorie | en |
dc.subject.stw | stochastic delay differential equation | en |
dc.title | A Note on Optimal Stopping in Models with Delay | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 379174596 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:sfb373:200347 | en |
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