Variational Inequality Problems in Finance
The paper discusses various variational inequality models in finance, which outline optimal strategies in derivatives pricing, portfolio selection, and corporate finance.
Featured in No. 83 on 23 Jan 2025 · 2 days after release · 0 citations today
- Released
- 21 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Citations (Semantic Scholar)
- 0
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- 11
- Identifier
- SSRN 5104185
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