Pages that link to "Item:Q2264099"

The following pages link to Degenerate-elliptic operators in mathematical finance and higher-order regularity for solutions to variational equations (Q2264099):

Displaying 19 items.

• A Schauder approach to degenerate-parabolic partial differential equations with unbounded coefficients (Q389738) (← links)
• \(C^{1,1}\) regularity for degenerate elliptic obstacle problems (Q907793) (← links)
• Weighted \(W^{1, p}\) estimates for weak solutions of degenerate elliptic equations with coefficients degenerate in one variable (Q1633688) (← links)
• Boundary-degenerate elliptic operators and Hölder continuity for solutions to variational equations and inequalities (Q1683355) (← links)
• Weighted mixed-norm \(L_p\)-estimates for elliptic and parabolic equations in non-divergence form with singular coefficients (Q2039475) (← links)
• Higher regularity up to boundary for degenerate parabolic equations (Q2111981) (← links)
• Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions (Q2187680) (← links)
• Regularity for parabolic equations with singular or degenerate coefficients (Q2226031) (← links)
• A classical Perron method for existence of smooth solutions to boundary value and obstacle problems for degenerate-elliptic operators via holomorphic maps (Q2358707) (← links)
• Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
• Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations (Q2436989) (← links)
• The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218) (← links)
• Weighted mixed-norm \(L_p\) estimates for equations in non-divergence form with singular coefficients: The Dirichlet problem (Q2700670) (← links)
• Perturbations of local maxima and comparison principles for boundary-degenerate linear differential equations (Q3298964) (← links)
• A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
• Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
• (Q4615402) (← links)
• Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
• \( C^{1,\alpha}\) regularity for degenerate parabolic equations arising from the Heston model (Q6181191) (← links)