Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing

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Publication:255503

DOI10.3934/dcds.2015.35.5413zbMath1335.35041OpenAlexW2352514974MaRDI QIDQ255503

Baojun Bian, Shuntai Hu, Harry Zheng, Quan Yuan

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2015.35.5413




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