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"A Variational Inequality Arising from European Installment Call Options ..."

Fahuai Yi, Zhou Yang, Xiaohua Wang (2008)

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DOI: 10.1137/060670353

access: closed

type: Journal Article

metadata version: 2020-07-03

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Fahuai Yi, Zhou Yang, Xiaohua Wang:
A Variational Inequality Arising from European Installment Call Options Pricing. SIAM J. Math. Anal. 40(1): 306-326 (2008)

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