Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/85230 
Year of Publication: 
1999
Series/Report no.: 
CoFE Discussion Paper No. 99/10
Publisher: 
University of Konstanz, Center of Finance and Econometrics (CoFE), Konstanz
Abstract: 
We review the relations between adjoints of stochastic control problems with the derivative of the value function, and the latter with the value function of a stopping problem. These results are applied to the pricing of contingent claims.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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