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

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+Optimal policies of call with notice period requirement
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+Perpetual Convertible Bonds
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+A Two‐Person Game for Pricing Convertible Bonds
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+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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+Q5187597
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+On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
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