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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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Official URL : http://tse-fr.eu/pub/10588
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 |
