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

Gapeev, Pavel V. and Reiss, M. (2006) An optimal stopping problem in a diffusion-type model with delay. Statistics and Probability Letters, 76 (6). pp. 601-608. ISSN 0167-7152

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Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/01677...
Additional Information: © 2006 Elsevier
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Mathematics
Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Feb 2008
URL: http://eprints.lse.ac.uk/3224/

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