Mathematical analysis of a variational inequality modelling perpetual executive stock options (Q4594535)
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scientific article; zbMATH DE number 6812510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of a variational inequality modelling perpetual executive stock options |
scientific article; zbMATH DE number 6812510 |
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Mathematical analysis of a variational inequality modelling perpetual executive stock options (English)
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24 November 2017
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variational inequality
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free boundary
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perpetual executive stock option
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stochastic control
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