American option model and negative Fichera function on degenerate boundary (Q2337421)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | American option model and negative Fichera function on degenerate boundary |
scientific article |
Statements
American option model and negative Fichera function on degenerate boundary (English)
0 references
20 November 2019
0 references
American put option
0 references
parabolic variational inequality
0 references