A variational inequality from pricing convertible bond

DOI10.1155/2011/309678zbMath1213.91175WikidataQ59266925 ScholiaQ59266925MaRDI QIDQ537174

Huiwen Yan, Fa-huai Yi

Publication date: 19 May 2011

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/226607

Mathematics Subject Classification ID

49J40: Variational inequalities

91G80: Financial applications of other theories

Related Items

Dynkin game of convertible bonds and their optimal strategy

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