scientific article; zbMATH DE number 852302
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Publication:4868513
zbMath0841.90050MaRDI QIDQ4868513
Thaleia Zariphopoulou, Mark H. A. Davis
Publication date: 17 April 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
variational inequalitiesfree boundary problemoptimal stoppingstochastic controloption pricingtransaction costsBlack-Scholes formulaconstrained viscosity solutions
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