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Singular parabolic p-Laplacian systems under non-smooth external forces. Regularity up to the boundary
Initial-boundary value problems p-Laplacian parabolic singular systems regularity up to the boundary
2012/6/30
We study the regularity of the solutions to initial-boundary value problems for N-systems of the p-Laplacian type, in $n\geq 3$ space variables, with square-integrable external forces in the space-tim...
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends
Exercise Boundary Assets Discrete Dividends
2010/11/3
We analyze the regularity of the optimal exercise boundary for the American Put option
when the underlying asset pays a discrete dividend at a known time td during the lifetime of
the option. The ex...