The regularity of the free boundary for strike reset option (Q716513)
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scientific article; zbMATH DE number 5951852
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The regularity of the free boundary for strike reset option |
scientific article; zbMATH DE number 5951852 |
Statements
The regularity of the free boundary for strike reset option (English)
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29 September 2011
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strike reset option
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free boundary
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variational inequality
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the comparison principle
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