A Variational Inequality Arising from European Installment Call Options Pricing
DOI10.1137/060670353zbMATH Open1168.35453OpenAlexW2044827505MaRDI QIDQ3609048FDOQ3609048
Authors: Zhou Yang, Xiaohua Wang, Fahuai Yi 
Publication date: 6 March 2009
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060670353
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