Free boundary problem concerning pricing convertible bond (Q3005118): Difference between revisions

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+https://doi.org/10.1002/mma.1420
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+W2124693618
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+A Two‐Person Game for Pricing Convertible Bonds
@@ Property / cites work: A Two‐Person Game for Pricing Convertible Bonds / rank @@
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+Perpetual Convertible Bonds
@@ Property / cites work: Perpetual Convertible Bonds / rank @@
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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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+Q3240966
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+A free boundary problem arising from pricing convertible bond
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+Regularity of a free boundary in parabolic potential theory
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+On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
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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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+Elliptic Partial Differential Equations of Second Order
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+A Variational Inequality Arising from European Installment Call Options Pricing
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+A parabolic variational inequality arising from the valuation of strike reset options
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+The regularity of free boundaries in higher dimensions
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