A Variational Inequality Arising from European Installment Call Options Pricing (Q3609048)
From MaRDI portal
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
