Constrained viscosity solution to the HJB equation arising...

Discrete and Continuous Dynamical Systems 2015 / 5 Vol. 35; Iss. 11

Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing

Bian, Baojun, Hu, Shuntai, Yuan, Quan, Zheng, Harry
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Volume:
35
Language:
english
Journal:
Discrete and Continuous Dynamical Systems
DOI:
10.3934/dcds.2015.35.5413
Date:
May, 2015
File:
PDF, 508 KB
english, 2015
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