Pages that link to "Item:Q3553772"
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The following pages link to A free boundary problem arising from pricing convertible bond (Q3553772):
Displayed 7 items.
- The existence of a solution to a class of degenerate parabolic variational inequalities (Q259865) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- Study of weak solutions for parabolic variational inequalities with nonstandard growth conditions (Q681511) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- Free boundary problem concerning pricing convertible bond (Q3005118) (← links)
- Study of weak solutions for degenerate parabolic inequalities with nonstandard conditions (Q6038940) (← links)