A free boundary problem arising from pricing convertible bond (Q3553772): Difference between revisions

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+Fa-huai Yi
@@ Property / author: Fa-huai Yi / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/00036810903517563
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+W2003892258
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@@ Property / cites work @@
+Optimal policies of call with notice period requirement
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@@ Property / cites work @@
+Perpetual Convertible Bonds
@@ Property / cites work: Perpetual Convertible Bonds / rank @@
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@@ Property / cites work @@
+A Two‐Person Game for Pricing Convertible Bonds
@@ Property / cites work: A Two‐Person Game for Pricing Convertible Bonds / rank @@
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@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
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+VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH
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@@ Property / cites work @@
+Q5187597
@@ Property / cites work: Q5187597 / rank @@
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+On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
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