A variational inequality arising from American installment call options pricing (Q1025812): Difference between revisions

@@ Property / author @@
-Fa-huai Yi
@@ Property / author: Fa-huai Yi / rank @@
-Normal rank
@@ Property / author @@
+Fa-huai Yi
@@ Property / author: Fa-huai Yi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2009.03.045
+Normal rank
@@ Property / OpenAlex ID @@
+W2037669449
@@ Property / OpenAlex ID: W2037669449 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
+Normal rank
@@ Property / cites work @@
+Q3678248
@@ Property / cites work: Q3678248 / rank @@
+Normal rank
@@ Property / cites work @@
+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
+Normal rank
@@ Property / cites work @@
+LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
@@ Property / cites work: LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal exercise boundary for an American put option
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of American continuous-installment options
+Normal rank
@@ Property / cites work @@
+On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
+Normal rank
@@ Property / cites work @@
+A parabolic variational inequality arising from the valuation of strike reset options
+Normal rank
@@ Property / cites work @@
+Q4354424
@@ Property / cites work: Q4354424 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1025812