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scientific article; zbMATH DE number 6402615 - MaRDI portal

scientific article; zbMATH DE number 6402615

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Publication:5171721

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DOI10.3969/J.ISSN.1005-3085.2014.04.005zbMath1313.35341MaRDI QIDQ5171721

Liping Song

Publication date: 11 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

free boundary parabolic variational inequality slicing method perpetual American ESOs

Mathematics Subject Classification ID

Variational inequalities (49J40) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (1)

The uniqueness of the solution for the definite problem of a parabolic variational inequality

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