VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (Q3636107): Difference between revisions

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+Fa-huai Yi
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+MaRDI publication profile
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+On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Regularity of a free boundary in parabolic potential theory
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+Valuation of American continuous-installment options
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+A Variational Inequality Arising from European Installment Call Options Pricing
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