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Volumn 60, Issue 1, 2007, Pages 67-112

Regularity of the obstacle problem for a fractional power of the laplace operator

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EID: 33751514593     PISSN: 00103640     EISSN: 00103640     Source Type: Journal    
DOI: 10.1002/cpa.20153     Document Type: Article
Times cited : (1102)

References (14)
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    • Boyarchenko, S.I.1    Levendorskiǐ, S.Z.2
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    • Caffarelli, L.A.1
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    • Potential methods in variational inequalities
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    • Caffarelli, L.A.1    Kinderlehrer, D.2
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    • Chapman & Hall/CRC Financial Mathematics Series. Chapman & Hall/CRC, Boca Raton, Fia.
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    • (2004) Financial Modelling with Jump Processes
    • Cont, R.1    Tankov, P.2
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    • On the regularity of the solution of a second order variational inequality
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    • Frehse, J.1
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    • Die Grundlehren der mathematischen Wissenschaften. Translated from the Russian by A. P. Doohovskoy. Springer, New York
    • Landkof, N. S. Foundations of modern potential theory. Die Grundlehren der mathematischen Wissenschaften, Band 180. Translated from the Russian by A. P. Doohovskoy. Springer, New York, 1972.
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    • Landkof, N.S.1
  • 10
    • 7444244369 scopus 로고    scopus 로고
    • Pricing of the American put under Levy processes
    • Levendorskiǐ, S. Z. Pricing of the American put under Levy processes. Int. J. Theor. Appl. Finance 7 (2004), no. 3, 303-335.
    • (2004) Int. J. Theor. Appl. Finance , vol.7 , Issue.3 , pp. 303-335
    • Levendorskiǐ, S.Z.1
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    • Optimal stopping, free boundary, and American option in a jump-diffusion model
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.