Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application (Q4264248): Difference between revisions
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| Property / author: Loretta Mastroeni / rank | |||
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| Property / author: Michele Matzeu / rank | |||
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| Property / author: Loretta Mastroeni / rank | |||
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| Property / author: Michele Matzeu / rank | |||
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| Property / cites work: Q4199298 / rank | |||
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| Property / cites work: Q3953613 / rank | |||
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| Property / cites work: An integro-differential parabolic variational inequality connected with the problem of the American option pricing / rank | |||
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| Property / cites work: Variational inequalities and the pricing of American options / rank | |||
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| Property / cites work: Q5286834 / rank | |||
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| Property / cites work: Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions / rank | |||
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| Property / cites work: Q4364821 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0362-546x(97)00553-1 / rank | |||
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Latest revision as of 11:00, 30 July 2024
scientific article; zbMATH DE number 1337902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application |
scientific article; zbMATH DE number 1337902 |
Statements
Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application (English)
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7 June 2000
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