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scientific article; zbMATH DE number 7706661
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scientific article; zbMATH DE number 7706661

    Statements

    author
    Jehan Oh
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    Q6109503
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    publication date
    4 July 2023
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    zbMATH Keywords
    double obstacle problem
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    parabolic partial differential equation
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    time-dependent obstacle
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    free boundary
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    35Q91
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    49J40
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    91G20
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    zbMATH DE Number
    7706661
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