2 results
Free boundary and American options in a jump-diffusion model
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- Journal:
- European Journal of Applied Mathematics / Volume 17 / Issue 1 / February 2006
- Published online by Cambridge University Press:
- 21 October 2005, pp. 95-127
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A parabolic variational inequality arising from the valuation of fixed rate mortgages
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- Journal:
- European Journal of Applied Mathematics / Volume 16 / Issue 3 / June 2005
- Published online by Cambridge University Press:
- 15 August 2005, pp. 361-383
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