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Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2010 (English)In: Mathematische Annalen, ISSN 0025-5831, E-ISSN 1432-1807, Vol. 347, no 4, 805-838 p.Article in journal (Refereed) Published
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2010. Vol. 347, no 4, 805-838 p.
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URN: urn:nbn:se:uu:diva-163378DOI: 10.1007/s00208-009-0456-zOAI: oai:DiVA.org:uu-163378DiVA: diva2:463825
Available from: 2011-12-12 Created: 2011-12-12 Last updated: 2012-01-20Bibliographically approved

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Publisher's full texthttp://dx.doi.org/10.1007/s00208-009-0456-z

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