scientific article; zbMATH DE number 6402130

DOI10.3969/J.ISSN.1000-5641.2014.03.002zbMath1313.91164MaRDI QIDQ5498184

Yuanjun Cen, Fa-huai Yi

Publication date: 11 February 2015

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

zbMATH Keywords

variational inequalitycomparison principleexercise boundarystraddle option

Mathematics Subject Classification ID

Variational inequalities (49J40) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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