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Publication:2772068
zbMath0992.60077MaRDI QIDQ2772068
Publication date: 18 February 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
differential inclusionsoptimal stoppingexcessive measurespricing American optionsBellman's inclusionsstationary Bellman inclusion
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Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality ⋮ Integro-PDE in Hilbert spaces: existence of viscosity solutions ⋮ Uniqueness for integro-PDE in Hilbert spaces ⋮ Variational inequalities in Hilbert spaces with measures and optimal stopping problems ⋮ Infinite-dimensional Black-Scholes equation with hereditary structure ⋮ Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalities ⋮ Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model ⋮ Regularity for obstacle problems in infinite dimensional Hilbert spaces
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