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

Gapeev, P. V.ORCID logo & Reiss, M. (2006). An optimal stopping problem in a diffusion-type model with delay. Statistics and Probability Letters, 76(6), 601-608. https://doi.org/10.1016/j.spl.2005.09.006
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Item Type Article
Copyright holders © 2006 Elsevier
Departments LSE > Academic Departments > Mathematics
DOI 10.1016/j.spl.2005.09.006
Date Deposited 27 Feb 2008
URI https://researchonline.lse.ac.uk/id/eprint/3224

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