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

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+The Pricing of Options and Corporate Liabilities
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+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
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+Optimal exercise boundary for an American put option
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+Valuation of American continuous-installment options
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+A parabolic variational inequality arising from the valuation of strike reset options
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