Imperial College London

ProfessorHarryZheng

Faculty of Natural SciencesDepartment of Mathematics

Professor of Mathematics
 
 
 
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Contact

 

+44 (0)20 7594 8539h.zheng Website

 
 
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Location

 

6M16Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Bian:2015:10.3934/dcds.2015.35.5413,
author = {Bian, B and Hu, S and Yuan, Q and Zhang, H},
doi = {10.3934/dcds.2015.35.5413},
journal = {Discrete and Continuous Dynamical Systems},
pages = {5413--5433},
title = {Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing},
url = {http://dx.doi.org/10.3934/dcds.2015.35.5413},
volume = {35},
year = {2015}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Bian,B
AU - Hu,S
AU - Yuan,Q
AU - Zhang,H
DO - 10.3934/dcds.2015.35.5413
EP - 5433
PY - 2015///
SN - 1553-5231
SP - 5413
TI - Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing
T2 - Discrete and Continuous Dynamical Systems
UR - http://dx.doi.org/10.3934/dcds.2015.35.5413
UR - http://hdl.handle.net/10044/1/32514
VL - 35
ER -