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Variational inequalities and the pricing of American options

https://doi.org/10.1007/bf00047211
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16/16 checkable references clean · checked 2026-08-02

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

16 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 16 checked references that resolve
resolves10.1007/BF00046576
On the theory of option pricing
resolves10.1086/260062
The Pricing of Options and Corporate Liabilities
resolves10.2307/2326779
The Valuation of American Put Options
resolves10.1016/0024-3795(68)90052-9
Complementary pivot theory of mathematical programming
resolves10.1007/BF01448184
On the solution of large, structured linear complementarity problems: The tridiagonal case
resolves10.1007/BF01584992
Polyhedral sets having a least element
resolves10.1007/BF00140120
Probabilistic aspects of finite-fuel, reflected follower problems
resolves10.1016/0022-1236(75)90022-1
Parabolic variational inequalities in one space dimension and smoothness of the free boundary
resolves10.1016/S0261-5606(83)80001-1
Foreign currency option values
resolves10.1016/0304-4149(81)90026-0
Martingales and stochastic integrals in the theory of continuous trading
resolves10.1007/BF01448358
On the pricing of American options
resolves10.1137/0327063
Optimization Problems in the Theory of Continuous Trading
resolves10.1090/mmono/023
Linear and Quasi-linear Equations of Parabolic Type
resolves10.1287/mnsc.11.7.681
Bimatrix Equilibrium Points and Mathematical Programming
resolves10.1007/BFb0064619
Temps d’arret optimaux et theorie generale
resolves10.1007/BF00250676
On optimal stopping and free boundary problems
The 16 references without a DOI — listed, not checked
no DOI — not checkedAdams, R. A.: Sobolev Spaces, Academic Press, New York, 1975.
no DOI — not checkedBensoussan, A. and Lions, J. L.: Applications des inéquations variationelles en contrôle stochastique, Dunod, Paris, 1978.
no DOI — not checkedChandrasekaran, R.: A special case of the complementary pivot problem, Opsearch 7 (1970), 263?268.
no DOI — not checkedChung, S. J.: A note on the complexity of LCP: the Lcp is strongly NP-complete, Technical Report 792, Department of Industrial and Operations Engineering, The university of Michigan, Ann Arbor, 1979.
no DOI — not checkedEl, Karoui, N.: Les aspects probabilistes du contrôle stochastique, Lecture Notes in Mathematics 876, 72?238, Springer-Verlag, New York, 1981.
no DOI — not checkedEl Karoui, N. and Karatzas, I.: A new approach to the Skorohod problem and its applications. To appear in Stochastics.
no DOI — not checkedFriedman, A.: Stochastic Differential Equations, 2 vols., Academic Press, New York, 1976.
no DOI — not checkedGabay, D.: Modéles stochastiques des marchés financiers: l'équation de valuation de la finance, IFAC Conference on Distributed Parameter Systems, Toulouse, 1982.
no DOI — not checkedGlowinski, R., Lions, J.-L., and Trémollières, R.: Analyse numérique des inéquations variationnelles, Dunod, Paris, 1976.
no DOI — not checkedJaillet, P., Lamberton, D., and Lapeyre, B.: Inéquations variationnelles et théorie des options, C.R. Acad. Sci. Paris Série I, 307 (1988), 961?965.
no DOI — not checkedJaillet, P., Lamberton, D., and Lapeyre, B.: Analyse numérique des options américaines, Cahier du CERMA No. 9, 1988, pp. 66?126.
no DOI — not checkedKaratzas, I.: Applications of stochastic calculus in financial economics, to appear in Lecture Notes in Control and Information Sciences.
no DOI — not checkedKinderlehrer, D. and Stampacchia, G.: An Introduction to Variational Inequalities and their Applications, Academic Press, New York, 1980.
no DOI — not checkedSaigal, R.: A note on a special linear complementary problem, Opsearch 7 (1970), 175?183.
no DOI — not checkedSamelson, H., Thrall, R. M., and Wesler, O.: A partition theorem for Euclidean n-space, Proc. Amer. Math. Soc. 9 (1958), 805?807.
no DOI — not checkedTucker, A. W.: Principal pivoting transforms of square matrices, SIAM Rev. 5 (1963), 305.
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