Pages that link to "Item:Q945263"
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The following pages link to Variational inequalities applied to option market problem (Q945263):
Displaying 10 items.
- Variational inequalities and the pricing of American options (Q751451) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- Probabilistic solution of the American options (Q1019694) (← links)
- Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (Q1655400) (← links)
- On variational inequalities for auction market problems (Q2458914) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
- Real options and variational inequalities (Q2928741) (← links)
- American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach (Q3515079) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)