A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020)
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scientific article; zbMATH DE number 5585580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A system of variational inequalities arising from finite expiry Russian option with two regimes |
scientific article; zbMATH DE number 5585580 |
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A system of variational inequalities arising from finite expiry Russian option with two regimes (English)
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23 July 2009
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free boundary
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system of variational inequalities
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option pricing
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Russian option
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