Free Boundary Regularity in the Parabolic Fractional Obstacle Problem (Q4553828): Difference between revisions

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scientific article; zbMATH DE number 6969809
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Free Boundary Regularity in the Parabolic Fractional Obstacle Problem
scientific article; zbMATH DE number 6969809

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    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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