Pages that link to "Item:Q1213075"
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The following pages link to Parabolic variational inequalities in one space dimension and smoothness of the free boundary (Q1213075):
Displaying 50 items.
- Sharp regularity for evolutionary obstacle problems, interpolative geometries and removable sets (Q395255) (← links)
- The obstacle problem for parabolic non-divergence form operators of Hörmander type (Q413456) (← links)
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
- Parabolic variational inequality with parameter and gradient constraints (Q641654) (← links)
- Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
- Analysis of exercise boundary of American interest rate option (Q940588) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- A variational inequality arising from American installment call options pricing (Q1025812) (← links)
- On a certain estimate of the free boundary in the Stefan problem (Q1160366) (← links)
- Analyticity of the free boundary for the Stefan problem (Q1227109) (← links)
- A class of parabolic quasi-variational inequalities. II (Q1236715) (← links)
- Convexity of the free boundary in the Stefan problem and in the dam problem (Q1246086) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008) (← links)
- Finite-horizon optimal consumption and investment problem with a preference change (Q1728053) (← links)
- Valuation of American strangle option: variational inequality approach (Q1755938) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
- Optimal finite horizon contract with limited commitment (Q2120602) (← links)
- Functional a posteriori error estimates for the parabolic obstacle problem (Q2134447) (← links)
- A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
- On the binomial approximation of the American put (Q2198165) (← links)
- A new form of the early exercise premium for American type derivatives (Q2213635) (← links)
- Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
- Equity value, bankruptcy, and optimal dividend policy with finite maturity -- variational inequality approach with discontinuous coefficient (Q2262007) (← links)
- A fully nonlinear free boundary problem arising from optimal dividend and risk control model (Q2280170) (← links)
- Debt-equity swap with finite time horizon -- variational inequality approach (Q2338745) (← links)
- A nonlinear supercooled Stefan problem (Q2359021) (← links)
- Exercise boundary of American-style Asian option (Q2378896) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- Finite horizon portfolio selection with a negative wealth constraint (Q2423686) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- On the continuity of the time derivative of the solution to the parabolic obstacle problem with variable coefficients (Q2490005) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
