Pages that link to "Item:Q3553772"
From MaRDI portal
The following pages link to A free boundary problem arising from pricing convertible bond (Q3553772):
Displaying 11 items.
- The existence of a solution to a class of degenerate parabolic variational inequalities (Q259865) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- Study of weak solutions for parabolic variational inequalities with nonstandard growth conditions (Q681511) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
- Free boundary problem concerning pricing convertible bond (Q3005118) (← links)
- (Q3609512) (← links)
- A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds (Q4958401) (← links)
- Analysis of free boundaries for convertible bonds, with a call feature (Q5419430) (← links)
- Study of weak solutions for degenerate parabolic inequalities with nonstandard conditions (Q6038940) (← links)