A comparison principle for an American option on several assets: index and spread options.
Laurence, Peter, Stredulinsky, Edward (2003)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Laurence, Peter, Stredulinsky, Edward (2003)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Ratanov, Nikita (2007)
Revista Colombiana de Matemáticas
Similarity:
Groisman, Pablo, Rossi, Julio D. (2007)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Parshad, Rana D. (2010)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Kuiper, Hendrik J. (2001)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Petrou, Evangelia (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Rougirel, Arnaud (2003)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Michael Oberguggenberger, Danijela Rajter-Ćirić (2005)
Publications de l'Institut Mathématique
Similarity:
Ghouali, Noureddine, Touaoula, Tarik Mohamed (2004)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Ceballos-Lira, Marcos J., Macias-Diaz, Jorge E., Villa, Jose (2011)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Akhmetov, Denis R., Lavrentiev, Mikhail M.jun., Spigler, Renato (2002)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Toronjadze, T. (2002)
Georgian Mathematical Journal
Similarity: