Obstacle problem for arithmetic Asian options (Q1046556): Difference between revisions

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+W2097916665
@@ Property / OpenAlex ID: W2097916665 / rank @@
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+.4257
@@ Property / arXiv ID: 0910.4257 / rank @@
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@@ Property / cites work @@
+SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
+Normal rank
@@ Property / cites work @@
+Q5713276
@@ Property / cites work: Q5713276 / rank @@
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+The obstacle problem for a class of hypoelliptic ultraparabolic equations
+Normal rank
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+Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options
+Normal rank
@@ Property / cites work @@
+Q4086525
@@ Property / cites work: Q4086525 / rank @@
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@@ Property / cites work @@
+A variational inequality approach to financial valuation of retirement benefits based on salary
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+Q4322913
@@ Property / cites work: Q4322913 / rank @@
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@@ Property / cites work @@
+Free boundary and optimal stopping problems for American Asian options
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@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
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@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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