Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22261
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dc.contributor.authorGapeev, Pavel V.en_US
dc.contributor.authorReiß, M.en_US
dc.date.accessioned2009-01-29T14:55:13Z-
dc.date.available2009-01-29T14:55:13Z-
dc.date.issued2003en_US
dc.identifier.piurn:nbn:de:kobv:11-10050820-
dc.identifier.urihttp://hdl.handle.net/10419/22261-
dc.description.abstractWe consider an optimal stopping problem in a certain model describedby a stochastic delay differential equation. We reduce the initialproblem to a free-boundary problem of parabolic type and provethe corresponding verification assertion. We also give an example ofsuch an optimal stopping problem related to mathematical finance.en_US
dc.language.isoengen_US
dc.relation.ispartofseries|aDiscussion papers of interdisciplinary research project 373 |x2003,47en_US
dc.subject.ddc330en_US
dc.subject.stwSuchtheorieen_US
dc.subject.stwStochastischer Prozessen_US
dc.subject.stwTheorieen_US
dc.subject.stwstochastic delay differential equationen_US
dc.titleA Note on Optimal Stopping in Models with Delayen_US
dc.typeWorking Paperen_US
dc.identifier.ppn379174596en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb373:200347-

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