Free boundary regularity close to initial state for parabolic obstacle problem
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Publication:5437627
DOI10.1090/S0002-9947-07-04292-4zbMath1221.35454OpenAlexW1996852907MaRDI QIDQ5437627
Publication date: 21 January 2008
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9947-07-04292-4
regularityglobal solutionblow-upsingular pointfree boundaryobstacle problemAmerican optioninitial state
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Free boundary problems for PDEs (35R35)
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