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- W2083207970 abstract "In this paper we study a 2-dimensional parabolic variational inequality with financial background. We define a suitable weak formula and obtain existence and uniqueness of the problem. Moreover we analyze the behaviors of the free boundary surface." @default.
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- W2083207970 date "2011-12-01" @default.
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- W2083207970 title "American lookback option with fixed strike price—2-D parabolic variational inequality" @default.
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- W2083207970 doi "https://doi.org/10.1016/j.jde.2011.07.027" @default.
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