Pages that link to "Item:Q976775"

The following pages link to Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775):

Displaying 16 items.

• Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
• 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)
• A boundary estimate for non-negative solutions to Kolmogorov operators in non-divergence form (Q666276) (← links)
• Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
• Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (Q710528) (← links)
• Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← links)
• Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
• Obstacle problem for arithmetic Asian options (Q1046556) (← links)
• Optimal regularity of solutions to no-sign obstacle-type problems for the sub-Laplacian (Q2097282) (← links)
• Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem (Q2097464) (← links)
• Hardy-Littlewood-Sobolev inequalities for a class of non-symmetric and non-doubling hypoelliptic semigroups (Q2163395) (← links)
• (Q6150751) (← links)
• Approximation and interpolation in Kolmogorov-type groups (Q6152522) (← links)
• New perspectives on recent trends for Kolmogorov operators (Q6612903) (← links)
• On the obstacle problem associated to the Kolmogorov-Fokker-Planck operator with rough coefficients (Q6617995) (← links)