Pages that link to "Item:Q5438180"
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The following pages link to The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180):
Displayed 23 items.
- An analysis of path-dependent options (Q261989) (← links)
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
- The obstacle problem for parabolic non-divergence form operators of Hörmander type (Q413456) (← links)
- A boundary estimate for non-negative solutions to Kolmogorov operators in non-divergence form (Q666276) (← links)
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (Q710528) (← links)
- Large-time behavior for obstacle problems for degenerate viscous Hamilton-Jacobi equations (Q745581) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Path dependent volatility (Q940996) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- Obstacle problem for arithmetic Asian options (Q1046556) (← links)
- Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008) (← links)
- Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients (Q2021529) (← links)
- Optimal regularity of solutions to no-sign obstacle-type problems for the sub-Laplacian (Q2097282) (← links)
- Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations (Q2272034) (← links)
- G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- Sobolev embeddings for kinetic Fokker-Planck equations (Q6119956) (← links)
- (Q6150751) (← links)