Second-order integro-differential parabolic variational inequalities arising from the valuation of American option (Q2258790): Difference between revisions
From MaRDI portal
Latest revision as of 11:07, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Second-order integro-differential parabolic variational inequalities arising from the valuation of American option |
scientific article |
Statements
Second-order integro-differential parabolic variational inequalities arising from the valuation of American option (English)
0 references
26 February 2015
0 references
American option
0 references
integro-differential
0 references
variational inequalities
0 references
existence
0 references
uniqueness
0 references
0 references
0 references
0 references