Finite difference approximation for stochastic optimal stopping problems with delays
-
1.
Mathematics Division, U. S. Army Research Office, P. O. Box 12211, RTP, NC 27709
-
2.
Department of Mathematics and Center for Research in Scientific Computation, North Carolina State University, Raleigh, NC 27695-8205
-
3.
Department of Mathematics, Towson University, 7800 York Road, Room 316, Towson, MD 21252-0001