An obstacle problem arising from American options pricing: regularity of solutions (Q6143896)
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scientific article; zbMATH DE number 7794364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An obstacle problem arising from American options pricing: regularity of solutions |
scientific article; zbMATH DE number 7794364 |
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An obstacle problem arising from American options pricing: regularity of solutions (English)
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24 January 2024
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optimal regularity in space
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almost optimal regularity in time
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