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scientific article; zbMATH DE number 6747042 - MaRDI portal

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zbMath1374.91122MaRDI QIDQ5277483

Liping Song, Wanghui Yu

Publication date: 14 July 2017

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

zbMATH Keywords

equivalence verification theorem executive stock options variational inequations block exercise unrestricted exercise

Mathematics Subject Classification ID

Variational inequalities (49J40) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

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

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