A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020)
From MaRDI portal
scientific article; zbMATH DE number 5585580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A system of variational inequalities arising from finite expiry Russian option with two regimes |
scientific article; zbMATH DE number 5585580 |
Statements
A system of variational inequalities arising from finite expiry Russian option with two regimes (English)
0 references
23 July 2009
0 references
free boundary
0 references
system of variational inequalities
0 references
option pricing
0 references
Russian option
0 references
0 references
0 references
