A free boundary problem coming from the perpetual American call options with utility (Q2839199): Difference between revisions

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+Continuous-time stochastic control and optimization with financial applications
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+ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
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+Optimal exercise of executive stock options
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+Variational inequalities and the pricing of American options
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+A parabolic variational inequality related to the perpetual American executive stock options
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+Q3994515
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+Controlled Markov processes and viscosity solutions
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+Risk aversion and block exercise of executive stock options
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