Pages that link to "Item:Q1909630"

The following pages link to An integro-differential parabolic variational inequality connected with the problem of the American option pricing (Q1909630):

Displaying 13 items.

• Lewy-Stampacchia type estimates for variational inequalities driven by (non)local operators (Q373513) (← links)
• An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919) (← links)
• A parabolic variational inequality related to the perpetual American executive stock options (Q640189) (← links)
• American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
• A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
• Probabilistic solution of the American options (Q1019694) (← links)
• A variational inequality arising from American installment call options pricing (Q1025812) (← links)
• The obstacle problem at zero for the fractional \(p\)-Laplacian (Q2116025) (← links)
• Parabolic variational inequalities: the Lagrange multiplier approach (Q2490006) (← links)
• (Q3563146) (← links)
• A DEGENERATE PARABOLIC VARIATIONAL INEQUALITY FOR THE AMERICAN OPTION PRICING PROBLEM (Q4214167) (← links)
• Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application (Q4264248) (← links)
• (Q5439683) (← links)