Exercise boundary of American-style Asian option (Q2378896): Difference between revisions

@@ Property / author @@
-Fa-huai Yi
@@ Property / author: Fa-huai Yi / rank @@
-Normal rank
@@ Property / author @@
-Ying-shan Chen
@@ Property / author: Ying-shan Chen / rank @@
-Normal rank
@@ Property / author @@
+Fa-huai Yi
@@ Property / author: Fa-huai Yi / rank @@
+Normal rank
@@ Property / author @@
+Ying-shan Chen
@@ Property / author: Ying-shan Chen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2008.06.006
+Normal rank
@@ Property / OpenAlex ID @@
+W2077703579
@@ Property / OpenAlex ID: W2077703579 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
+Normal rank
@@ Property / cites work @@
+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
+Normal rank
@@ Property / cites work @@
+On the theory of option pricing
@@ Property / cites work: On the theory of option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity of the optimal stopping boundary for the American put option
+Normal rank
@@ Property / cites work @@
+The regularity of free boundaries in higher dimensions
+Normal rank
@@ Property / cites work @@
+Q3678248
@@ Property / cites work: Q3678248 / rank @@
+Normal rank
@@ Property / cites work @@
+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
+Normal rank
@@ Property / cites work @@
+Q5439463
@@ Property / cites work: Q5439463 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity of a free boundary in parabolic potential theory
+Normal rank
@@ Property / cites work @@
+On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
+Normal rank
@@ Property / cites work @@
+On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients
+Normal rank
@@ Property / cites work @@
+Q3682852
@@ Property / cites work: Q3682852 / rank @@
+Normal rank
@@ Property / cites work @@
+Compact sets in the space \(L^ p(0,T;B)\)
@@ Property / cites work: Compact sets in the space \(L^ p(0,T;B)\) / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic semigroups and optimal regularity in parabolic problems
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2378896