Author:
Blanchet Adrien,Dolbeault Jean,Monneau Régis
Subject
Applied Mathematics,General Mathematics
Reference30 articles.
1. An inverse problem for a parabolic variational inequality arising in volatility calibration with American options;Achdou;SIAM J. Control Optim.,2005
2. A free boundary problem for semilinear elliptic equations;Alt;J. Reine Angew. Math.,1986
3. Applications des inéquations variationnelles en contrôle stochastique;Bensoussan,1978
4. Interest rate theory;Björk,1997
5. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973
Cited by
33 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献