Pages that link to "Item:Q488919"

The following pages link to An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919):

Displaying 8 items.

• The existence of a solution to a class of degenerate parabolic variational inequalities (Q259865) (← links)
• Study of weak solutions for parabolic variational inequalities with nonstandard growth conditions (Q681511) (← links)
• A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
• Valuation of American strangle option: variational inequality approach (Q1755938) (← links)
• An integro-differential parabolic variational inequality connected with the problem of the American option pricing (Q1909630) (← links)
• Parabolic variational inequalities: the Lagrange multiplier approach (Q2490006) (← links)
• Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
• Study of weak solutions for degenerate parabolic inequalities with nonstandard conditions (Q6038940) (← links)