Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

Variational inequalities and the pricing of American options

1990432 citationsJournal Article

Authors

Patrick Jaillet · Nong Lam University Ho Chi Minh City

Damien Lamberton · Nong Lam University Ho Chi Minh City

Bernard Lapeyre · Nong Lam University Ho Chi Minh City

Topics & Keywords

Stochastic processes and financial applications Risk and Portfolio Optimization Financial Markets and Investment Strategies

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Acta Applicandae Mathematicae

Volume 21, Issue 3, pp. 263-289

DOI: 10.1007/bf00047211

Field-Weighted Citation Impact: 3.28

Variational inequalities and the pricing of American options | Researchclopedia