scientific article; zbMATH DE number 5233919
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Publication:5439463
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Cited in
(26)- A PDE approach to regularity of solutions to finite horizon optimal switching problems
- Regularity for degenerate evolution equations with strong absorption
- Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles
- On \(L^p\)-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients
- Functional a posteriori error estimates for the parabolic obstacle problem
- On obstacle problem for mean curvature flow with driving force
- Optimal regularity for the obstacle problem for the \(p\)-Laplacian
- Exercise boundary of American-style Asian option
- Dynkin game of convertible bonds and their optimal strategy
- Nonlinear gradient estimates for parabolic problems with irregular obstacles
- Solving Free-boundary Problems with Applications in Finance
- On the size of the non-coincidence set of parabolic obstacle problems with applications to American option pricing
- Sensitivity analysis and optimal control of obstacle-type evolution variational inequalities
- Nonlinear Parabolic Equations Arising in Mathematical Finance
- On the parabolic equation for portfolio problems
- Regularity for the fully nonlinear parabolic thin obstacle problem
- A variational inequality from pricing convertible bond
- Free boundary regularity close to initial state for parabolic obstacle problem
- The obstacle problem for a class of hypoelliptic ultraparabolic equations
- Regularity theory for fully nonlinear parabolic obstacle problems
- Mini-batch descent in semiflows
- Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators
- A structured PDE framework for pricing resettable convertible bonds
- A direct algorithm in some free boundary problems
- Remarks on the generalized Cauchy-Dirichlet problem for graph mean curvature flow with driving force
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options
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