A Variational Inequality Arising from European Installment Call Options Pricing (Q3609048): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:01, 5 March 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
