Pages that link to "Item:Q1214213"

The following pages link to An optimal stopping problem with linear reward (Q1214213):

Displaying 14 items.

• The obstacle problem for parabolic non-divergence form operators of Hörmander type (Q413456) (← links)
• An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
• Evaluation of American strangles (Q953735) (← links)
• Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
• On a certain estimate of the free boundary in the Stefan problem (Q1160366) (← links)
• Functional a posteriori error estimates for the parabolic obstacle problem (Q2134447) (← links)
• Classical solvability of multidimensional two-phase Stefan problem for degenerate parabolic equations and Schauder's estimates for a degenerate parabolic problem with dynamic boundary conditions (Q2345899) (← 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)
• On the asymptotic free boundary for the American put option problem (Q2577472) (← links)
• The Two-Sided Stefan Problem with a Spatially Dependent Latent Heat (Q3977227) (← links)
• (Q4076157) (← links)
• Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems (Q4145231) (← links)
• Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)