Pages that link to "Item:Q3636924"

The following pages link to Regularity of the free boundary of an American option on several assets (Q3636924):

Displaying 16 items.

• The early exercise premium representation for American options on multiply assets (Q253081) (← links)
• \(C^{1,1}\) regularity for degenerate elliptic obstacle problems (Q907793) (← links)
• Obstacle problems and free boundaries: an overview (Q1735713) (← links)
• Weighted distribution approach to gradient estimates for quasilinear elliptic double-obstacle problems in Orlicz spaces (Q2069769) (← links)
• The thin obstacle problem: a survey (Q2075298) (← links)
• Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
• Foreword to the special issue ``Contemporary PDEs between theory and modeling'' (Q2167433) (← links)
• Perturbative estimates for the one-phase Stefan problem (Q2236824) (← links)
• The De Giorgi Method for Nonlocal Fluid Dynamics (Q2857014) (← links)
• Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
• BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
• Traveling wave dynamics for Allen-Cahn equations with strong irreversibility (Q5067612) (← links)
• Allen–Cahn equation with strong irreversibility (Q5205843) (← links)
• Analysis of free boundaries for convertible bonds, with a call feature (Q5419430) (← links)
• An obstacle problem arising from American options pricing: regularity of solutions (Q6143896) (← links)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)