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

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Fahuai Yi, Zhou Yang, Xiaohua Wang (2008)

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DOI: 10.1137/060670353

access: closed

type: Journal Article

metadata version: 2025-11-19

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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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