VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (Q3636107): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Regularity of a free boundary in parabolic potential theory / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Parabolic variational inequalities in one space dimension and smoothness of the free boundary / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Valuation of American continuous-installment options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Variational Inequality Arising from European Installment Call Options Pricing / rank | |||
Normal rank | |||
Latest revision as of 17:19, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH |
scientific article |
Statements
VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (English)
0 references
30 June 2009
0 references
option pricing
0 references
free boundary
0 references
variational inequality
0 references
European installment put option
0 references
0 references
0 references
