Pages that link to "Item:Q860744"
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The following pages link to A parabolic variational inequality arising from the valuation of strike reset options (Q860744):
Displaying 8 items.
- American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
- The regularity of the free boundary for strike reset option (Q716513) (← links)
- A variational inequality arising from American installment call options pricing (Q1025812) (← links)
- Valuation on an outside-reset option with multiple resettable levels and dates (Q1722684) (← links)
- Valuation of American strangle option: variational inequality approach (Q1755938) (← links)
- Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
- Free boundary problem concerning pricing convertible bond (Q3005118) (← links)
- Horizon effect on optimal retirement decision (Q6101026) (← links)