A variational inequality arising from European option pricing with transaction costs (Q943445): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s11425-007-0175-4 / rank
 
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Property / OpenAlex ID: W2191604262 / rank
 
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Latest revision as of 16:38, 28 June 2024

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A variational inequality arising from European option pricing with transaction costs
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    A variational inequality arising from European option pricing with transaction costs (English)
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    9 September 2008
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    option pricing
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    transaction costs
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    free boundary
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    variational inequality
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    gradient constraints
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    two obstacles problem
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    two free boundaries
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