Pages that link to "Item:Q943445"

The following pages link to A variational inequality arising from European option pricing with transaction costs (Q943445):

Displaying 7 items.

• Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
• Global existence and blowup of solutions to a free boundary problem for mutualistic model (Q625810) (← links)
• Parabolic variational inequality with parameter and gradient constraints (Q641654) (← links)
• Utility-indifference pricing of European options with proportional transaction costs (Q2033077) (← links)
• Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
• Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
• (Q6109504) (← links)