搜索结果: 1-1 共查到“经济学 obstacle problem”相关记录1条 . 查询时间(0.052 秒)
Obstacle problem for Arithmetic Asian options
Obstacle problem Arithmetic Asian options
font style='font-size:12px;'>
2010/11/2
We prove existence, regularity and a Feynman-Kaˇc representation formula of the strong solution to the free boundary problem arising in the financial problem of the pricing of the American Asian optio...