A variational inequality arising from optimal exercise perpetual executive stock options (Q4575274)

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scientific article; zbMATH DE number 6903417
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A variational inequality arising from optimal exercise perpetual executive stock options
scientific article; zbMATH DE number 6903417

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    A variational inequality arising from optimal exercise perpetual executive stock options (English)
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    13 July 2018
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    variational inequality
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    free boundary
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    optimal exercise
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    perpetual executive stock option
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