Pages that link to "Item:Q1413966"
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The following pages link to The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions. (Q1413966):
Displayed 11 items.
- A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
- The heat equation in time dependent domains with insulated boundaries (Q596789) (← links)
- The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
- Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- The Skorokhod problem in a time-dependent interval (Q1004400) (← links)
- The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions. (Q1413966) (← links)
- About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains (Q1772691) (← links)
- The heat equation and reflected Brownian motion in time-dependent domains. (Q1879869) (← links)
- Problems on time-varying domains: formulation, dynamics, and challenges (Q2346545) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)