Pages that link to "Item:Q2839199"
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The following pages link to A free boundary problem coming from the perpetual American call options with utility (Q2839199):
Displaying 7 items.
- Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (Q1039529) (← links)
- A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
- Asymptotic behavior of optimal exercise strategy for a small number of executive stock options (Q2414803) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- The free boundary problem of American butterfly option (Q2874186) (← links)
- (Q3644511) (← links)
- Mathematical analysis of a variational inequality modelling perpetual executive stock options (Q4594535) (← links)