Pages that link to "Item:Q2490005"
From MaRDI portal
The following pages link to On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients (Q2490005):
Displaying 26 items.
- Pointwise regularity of the free boundary for the parabolic obstacle problem (Q493182) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- Parabolic variational inequality with parameter and gradient constraints (Q641654) (← links)
- Erratum to ``On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients'' (Q710551) (← links)
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- On the singular set of the parabolic obstacle problem (Q858698) (← links)
- Oblique derivative problem for non-divergence parabolic equations with time-discontinuous coefficients in a wedge (Q892315) (← links)
- Continuity and differentiability properties of parameter-dependent solutions of the \(\nabla''_t\)-equation (Q975596) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (Q1650132) (← links)
- Boundedness and continuity of the time derivative in the parabolic Signorini problem (Q2001011) (← links)
- Functional a posteriori error estimates for the parabolic obstacle problem (Q2134447) (← links)
- Fully nonlinear parabolic dead core problems (Q2305061) (← links)
- Optimal regularity for the obstacle problem for the \(p\)-Laplacian (Q2347813) (← links)
- Exercise boundary of American-style Asian option (Q2378896) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Free boundary problem concerning pricing convertible bond (Q3005118) (← links)
- American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach (Q3515079) (← links)
- On the size of the non-coincidence set of parabolic obstacle problems with applications to American option pricing (Q3534702) (← links)
- VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (Q3636107) (← links)
- Regularity of the free boundary of an American option on several assets (Q3636924) (← links)
- Regularity of a Parabolic Free Boundary Problem with Hölder Continuous Coefficients (Q5200531) (← links)
- Regularity theory for fully nonlinear parabolic obstacle problems (Q6075482) (← links)
- Horizon effect on optimal retirement decision (Q6101026) (← links)
- Higher order interpolative geometries and gradient regularity in evolutionary obstacle problems (Q6499006) (← links)
