A variational inequality arising from American installment call options pricing (Q1025812): Difference between revisions
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Revision as of 01:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variational inequality arising from American installment call options pricing |
scientific article |
Statements
A variational inequality arising from American installment call options pricing (English)
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23 June 2009
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option pricing
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American installment call options
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free boundary
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variational inequality
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