A system of variational inequalities arising from finite expiry Russian option with two regimes
2009 ◽
Vol 32
(13)
◽
pp. 1681-1703
◽
2015 ◽
Vol 2015
(1)
◽
2009 ◽
Vol 110
(3)
◽
pp. 1211-1224
◽
2009 ◽
Vol 46
(3)
◽
pp. 447-464
◽
2018 ◽
Vol 41
(17)
◽
pp. 7766-7788
◽
2013 ◽
Vol 2013
(1)
◽
2009 ◽
Vol 49
(3-4)
◽
pp. 579-585
◽
2013 ◽
Vol 2013
(1)
◽
pp. 313
◽
2011 ◽
Vol 2011
(1)
◽