Blanchet, Adrien (2006) On the regularity of the free boundary in the parabolic obstacle problem. Application to American options. Nonlinear Analysis: Theory, Methods & Applications, 65 (7). pp. 1362-1378.

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Identification Number : 10.1016/j.na.2005.10.009
Item Type: Article
Language: English
Date: 2006
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:58
Last Modified: 02 Apr 2021 15:35
OAI Identifier: oai:tse-fr.eu:10588
URI: https://publications.ut-capitole.fr/id/eprint/2927
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