AN INTEGRO-DIFFERENTIAL PARABOLIC VARIATIONAL INEQUALITY ARISING FROM THE VALUATION OF DOUBLE BARRIER AMERICAN OPTION

SUN Yudong , SHI Yimin , GU Xin

Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (2) : 276-288.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (2) : 276-288. DOI: 10.1007/s11424-014-2218-6
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AN INTEGRO-DIFFERENTIAL PARABOLIC VARIATIONAL INEQUALITY ARISING FROM THE VALUATION OF DOUBLE BARRIER AMERICAN OPTION

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2014, 27(2): 276-288 https://doi.org/10.1007/s11424-014-2218-6

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