Pages that link to "Item:Q3636924"
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The following pages link to Regularity of the free boundary of an American option on several assets (Q3636924):
Displaying 25 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- The regularity of the free boundary for strike reset option (Q716513) (← links)
- \(C^{1,1}\) regularity for degenerate elliptic obstacle problems (Q907793) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Obstacle problems and free boundaries: an overview (Q1735713) (← links)
- American options and the free boundary exercise region: a PDE approach (Q1772495) (← links)
- Exercise regions of American options on several assets (Q1966381) (← links)
- Weighted distribution approach to gradient estimates for quasilinear elliptic double-obstacle problems in Orlicz spaces (Q2069769) (← links)
- The thin obstacle problem: a survey (Q2075298) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- Foreword to the special issue ``Contemporary PDEs between theory and modeling'' (Q2167433) (← links)
- Perturbative estimates for the one-phase Stefan problem (Q2236824) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- The De Giorgi Method for Nonlocal Fluid Dynamics (Q2857014) (← links)
- Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
- The free boundary problem of American butterfly option (Q2874186) (← links)
- Boundary evolution equations for American options (Q2875727) (← links)
- Traveling wave dynamics for Allen-Cahn equations with strong irreversibility (Q5067612) (← links)
- Allen–Cahn equation with strong irreversibility (Q5205843) (← links)
- Analysis of free boundaries for convertible bonds, with a call feature (Q5419430) (← links)
- An obstacle problem arising from American options pricing: regularity of solutions (Q6143896) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
- On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems (Q6636789) (← links)