位置：成果数据库 > 期刊 > 期刊详情页
A variational inequality arising from American installment call options pricing
  • ISSN号：0022-247X
  • 期刊名称：Journal of Mathematical Analysis and Applications
  • 时间：0
  • 页码：54-68
  • 语言：英文
  • 相关项目：金融数学中的自由边界问题
作者： Yang, Zhou|Yi, Fahuai|
同期刊论文项目
金融数学中的自由边界问题
期刊论文 31
同项目期刊论文
常利率抵押贷款模型及其自由边界问题
源于俄式期权定价的自由边界问题
用Fourier变换求解上半平面的双调和方程
一类变分不等式组在无界集上的比较值原理
关于函数局部性质和整体性质的探讨
永久美式封顶看涨期权的自由边界问题模型
Three solutions for singular p-laplacian type equations
American put option with regime-switching volatility (finite time horizon) - Variational inequality
VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH
Finite-horizon optimal investment with transaction costs: A parabolic double obstacle problem
FINITE HORIZON OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS
A system of variational inequalities arising fron finite expiry Russian option with two regimes
Some generalization to the concentration-compactness principle
Analysis of exercise boundary of American interest rate option
美式利率期权定价的抛物型变分不等式
Exercise boundary of American-style Asian option
A variational inequality arising from European option pricing with transaction costs
A variational inequality arising from European installment call options pricing
分期付款购房模型及其抛物障碍问题
Justification of equations for dynamic nonlinear membrane shells and dynamic nonlinear flexural shel
An one-dimensional two-phase free boundary problem in an angular domain
Schauder theory for a parabolic equation in a wedge-shaped domain
美式利率期权的最佳实施边界的分析
一类二维线性动力学Koiter型弹性壳方程解的存在性和唯一性
曲线的kohn型不等式
关于相对补格的一个注记
二维线性Koiter型弹性壳模型方程与二维线性膜壳模型方程解之间的偏差估计
一类n维非线性伪抛物方程的柯西问题
二维线性动力学Koiter型弹性壳方程解的渐近分析
半无界区域上热传导方程第三和动力学边界条件的开拓法求解