A variational inequality from pricing convertible bond (Q537174): Difference between revisions

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-Fa-huai Yi
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+Fa-huai Yi
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+MaRDI publication profile
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+W1997278551
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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 @@
+Normal rank
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+Game options
@@ Property / cites work: Game options / rank @@
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+Error estimates for binomial approximations of game options
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+CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
@@ Property / cites work: CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS / rank @@
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+Some calculations for Israeli options
@@ Property / cites work: Some calculations for Israeli options / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+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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+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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+Regularity of a free boundary in parabolic potential theory
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+Q5439463
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+Stochastic games and variational inequalities
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+Q3994515
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+Elliptic Partial Differential Equations of Second Order
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+Q5562267
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+A Variational Inequality Arising from European Installment Call Options Pricing
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+On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
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+Publication:537174