VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (Q3636107)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH |
scientific article |
Statements
VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (English)
0 references
30 June 2009
0 references
option pricing
0 references
free boundary
0 references
variational inequality
0 references
European installment put option
0 references
0 references
0 references
