A DEGENERATE PARABOLIC VARIATIONAL INEQUALITY FOR THE AMERICAN OPTION PRICING PROBLEM (Q4214167)
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scientific article; zbMATH DE number 1212447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A DEGENERATE PARABOLIC VARIATIONAL INEQUALITY FOR THE AMERICAN OPTION PRICING PROBLEM |
scientific article; zbMATH DE number 1212447 |
Statements
A DEGENERATE PARABOLIC VARIATIONAL INEQUALITY FOR THE AMERICAN OPTION PRICING PROBLEM (English)
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2 June 1999
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American option pricing
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parabolic variational inequalities
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