Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions (Q5261212)
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scientific article; zbMATH DE number 6454954
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions |
scientific article; zbMATH DE number 6454954 |
Statements
Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions (English)
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2 July 2015
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backward stochastic differential equations
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reflected diffusions
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semilinear parabolic partial differential equations
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variational inequalities
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artificial boundary conditions
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American options
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