A Variational Inequality Arising from European Installment Call Options Pricing (Q3609048)
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scientific article; zbMATH DE number 5524037
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Variational Inequality Arising from European Installment Call Options Pricing |
scientific article; zbMATH DE number 5524037 |
Statements
A Variational Inequality Arising from European Installment Call Options Pricing (English)
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6 March 2009
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free boundary
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variational inequality
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option pricing
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European installment call options
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0.9470583200454712
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0.8976282477378845
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0.8566479086875916
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0.8526254296302795
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