A Variational Inequality Arising from European Installment Call Options Pricing (Q3609048): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q940585 |
||
Property / author | |||
Property / author: Fa-huai Yi / rank | |||
Revision as of 14:31, 21 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Variational Inequality Arising from European Installment Call Options Pricing |
scientific article |
Statements
A Variational Inequality Arising from European Installment Call Options Pricing (English)
0 references
6 March 2009
0 references
free boundary
0 references
variational inequality
0 references
option pricing
0 references
European installment call options
0 references