Author:
Gimperlein Heiko,Stocek Jakub
Funder
ERC
UK Engineering and Physical Sciences Research Council
Subject
Computer Science Applications,General Physics and Astronomy,Mechanical Engineering,Mechanics of Materials,Computational Mechanics
Reference61 articles.
1. Financial Modelling with Jump Processes, volume 2;Tankov,2003
2. Option Pricing: Mathematical Models and Computation;Wilmott,1993
3. Begoña Barrios, Alessio Figalli, Xavier Ros-Oton, Free boundary regularity in the parabolic fractional obstacle problem, Comm. Pure Appl. Math. 71 (10) 2129–2159.
4. Regularity of the obstacle problem for a fractional power of the Laplace operator;Silvestre;Comm. Pure Appl. Math.,2007
5. Juan Pablo Borthagaray, Ricardo H. Nochetto, Abner J. Salgado, Weighted Sobolev regularity and rate of approximation of the obstacle problem for the integral fractional Laplacian. arXiv preprint arXiv:1806.08048, 2018.
Cited by
20 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献