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

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+Q3378055
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+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
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+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
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+On the theory of option pricing
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+Convexity of the optimal stopping boundary for the American put option
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+The regularity of free boundaries in higher dimensions
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+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
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+Regularity of a free boundary in parabolic potential theory
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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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+Compact sets in the space \(L^ p(0,T;B)\)
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+Analytic semigroups and optimal regularity in parabolic problems
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