Pages that link to "Item:Q4214167"
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The following pages link to A DEGENERATE PARABOLIC VARIATIONAL INEQUALITY FOR THE AMERICAN OPTION PRICING PROBLEM (Q4214167):
Displaying 6 items.
- A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
- Variational inequalities applied to option market problem (Q945263) (← links)
- Probabilistic solution of the American options (Q1019694) (← links)
- A variational inequality arising from American installment call options pricing (Q1025812) (← links)
- An integro-differential parabolic variational inequality connected with the problem of the American option pricing (Q1909630) (← links)
- (Q5439683) (← links)