The following pages link to (Q5286834):
Displaying 4 items.
- An integro-differential parabolic variational inequality connected with the problem of the American option pricing (Q1909630) (← links)
- Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions (Q3978477) (← links)
- Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application (Q4264248) (← links)
- Ergodic control of reflected diffusions with jumps (Q5961566) (← links)
