A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020): Difference between revisions

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+The Russian option: Reduced regret
@@ Property / cites work: The Russian option: Reduced regret / rank @@
+Normal rank
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+Q4845599
@@ Property / cites work: Q4845599 / rank @@
+Normal rank
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+The Russian option: finite horizon
@@ Property / cites work: The Russian option: finite horizon / rank @@
+Normal rank
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+Q3641603
@@ Property / cites work: Q3641603 / rank @@
+Normal rank
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+American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+Stochastic calculus for finance. II: Continuous-time models.
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+Q4905685
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+Normal rank