Second-order integro-differential parabolic variational inequalities arising from the valuation of American option (Q2258790): Difference between revisions

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+On the regularity of the free boundary in the parabolic obstacle problem. Application to American options
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+Regularity of the American put option in the Black-Scholes model with general discrete dividends
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+Pricing of American options in discrete time using least squares estimates with complexity penalties
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+Quadratic Convergence for Valuing American Options Using a Penalty Method
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+A penalty method for American options with jump diffusion processes
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+Spectral analysis for a three-dimensional superradiance problem
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+Differential operator related to the generalized superradiance integral equation
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