Journal of Mathematical Analysis and Applications · 2019 · 16 citations · 22 references
Natural SciencesMathematicsComputational MechanicsDifferential EquationsFinite Element MethodsApproximation AlgorithmsApproximation MethodsRegular SolutionsVariational FormulationVariational InequalitiesWeak FormulationNonlinear Variational ProblemsRegularity TheoryVariational Inequalities In MechanicsVariational Inequality Existence TheoremsVariational Inequality ProblemsVariational Inequality TheoryVariational Problems
22
Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text
Business, Finance, Asset Pricing +16
Numerical Methods for Nonlinear Variational Problems
Roland Glowinski, J. Tinsley Oden · Journal of Applied Mechanics · 1985 · 1.6K citations · Full text