Free Boundary Regularity in the Parabolic Fractional Obstacle Problem (Q4553828)
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scientific article; zbMATH DE number 6969809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free Boundary Regularity in the Parabolic Fractional Obstacle Problem |
scientific article; zbMATH DE number 6969809 |
Statements
Free Boundary Regularity in the Parabolic Fractional Obstacle Problem (English)
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1 November 2018
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obstacle problems
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Lévy processes
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American options
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