scientific article; zbMATH DE number 5233919
From MaRDI portal
Publication:5439463
zbMath1137.35082MaRDI QIDQ5439463
Arshak Petrosyan, Henrik Shahgholian
Publication date: 11 February 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Derivative securities (option pricing, hedging, etc.) (91G20) Free boundary problems for PDEs (35R35) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
Related Items (17)
Remarks on the generalized Cauchy-Dirichlet problem for graph mean curvature flow with driving force ⋮ Functional a posteriori error estimates for the parabolic obstacle problem ⋮ Exercise boundary of American-style Asian option ⋮ Nonlinear gradient estimates for parabolic problems with irregular obstacles ⋮ Regularity for the fully nonlinear parabolic thin obstacle problem ⋮ On obstacle problem for mean curvature flow with driving force ⋮ Regularity theory for fully nonlinear parabolic obstacle problems ⋮ Regularity for degenerate evolution equations with strong absorption ⋮ Sensitivity Analysis and Optimal Control of Obstacle-Type Evolution Variational Inequalities ⋮ A variational inequality from pricing convertible bond ⋮ Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options ⋮ Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators ⋮ A direct algorithm in some free boundary problems ⋮ Dynkin game of convertible bonds and their optimal strategy ⋮ On \(L^p\)-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients ⋮ A PDE approach to regularity of solutions to finite horizon optimal switching problems ⋮ Optimal regularity for the obstacle problem for the \(p\)-Laplacian
This page was built for publication:
