Pages that link to "Item:Q2498794"
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The following pages link to On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794):
Displaying 24 items.
- An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
- The regularity of the free boundary for strike reset option (Q716513) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- Controllability and hedgibility of Black-Scholes equations with \(N\) stocks (Q983690) (← links)
- Exact null controllability of a semilinear parabolic equation arising in finance (Q1036641) (← links)
- Second-order integro-differential parabolic variational inequalities arising from the valuation of American option (Q2258790) (← links)
- Optimal regularity for the obstacle problem for the \(p\)-Laplacian (Q2347813) (← links)
- Exercise boundary of American-style Asian option (Q2378896) (← links)
- On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients (Q2490005) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- Free boundary problem concerning pricing convertible bond (Q3005118) (← links)
- On the size of the non-coincidence set of parabolic obstacle problems with applications to American option pricing (Q3534702) (← links)
- A free boundary problem arising from pricing convertible bond (Q3553772) (← links)
- Regularity of the free boundary of an American option on several assets (Q3636924) (← links)
- Free Boundary Regularity in the Parabolic Fractional Obstacle Problem (Q4553828) (← links)
- Numerical solution for a parabolic obstacle problem with nonsmooth initial data (Q5175807) (← links)
- Regularity of a Parabolic Free Boundary Problem with Hölder Continuous Coefficients (Q5200531) (← links)
- (Q5439683) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)
- Regularity theory for fully nonlinear parabolic obstacle problems (Q6075482) (← links)
- Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems (Q6499006) (← links)
