Regularity of the free boundary of an American option on several assets (Q3636924): Difference between revisions

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+Q3357613
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+On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
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+On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients
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+The Valuation of American Options on Multiple Assets
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+Compactness methods in free boundary problems
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+The obstacle problem revisited
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+American options on assets with dividends near expiry
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+Q3678248
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+On the Early Exercise Boundary of the American Put Option
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+Variational inequalities and the pricing of American options
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+Q4122265
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+Critical price near maturity for an American option on a dividend-paying stock.
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+Q4905685
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+Estimates near the boundary for solutions of second order parabolic equations
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+On optimal stopping and free boundary problems
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+Exercise regions of American options on several assets
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