Valuation of American strangle option: variational inequality approach (Q1755938): Difference between revisions

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+American lookback option with fixed strike price-2-D parabolic variational inequality
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+Evaluation of American strangles
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+Q3678248
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+Q5528864
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+Q5562267
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+Q4354424
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+Valuation of American strangles through an optimized lower-upper bound approach
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+American Strangle Options
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+On an Aleksandrov-Bakel'Man Type Maximum Principle for Second-Order Parabolic Equations
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+VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH
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+A variational inequality arising from American installment call options pricing
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+A parabolic variational inequality arising from the valuation of strike reset options
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+A Variational Inequality Arising from European Installment Call Options Pricing
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