Pages that link to "Item:Q1025812"
From MaRDI portal
The following pages link to A variational inequality arising from American installment call options pricing (Q1025812):
Displaying 11 items.
- The existence of a solution to a class of degenerate parabolic variational inequalities (Q259865) (← links)
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073) (← links)
- Study of weak solutions for parabolic variational inequalities with nonstandard growth conditions (Q681511) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- Characterizations of weakly sharp solutions for a variational inequality with a pseudomonotone mapping (Q1681262) (← links)
- Valuation of American strangle option: variational inequality approach (Q1755938) (← links)
- Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- Debt-equity swap with finite time horizon -- variational inequality approach (Q2338745) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
