2 papers
math.AP2026
Double phase meets Muckenhoupt
Daviti Adamadze, Lars Diening, Tengiz Kopaliani +1
In this paper we generalize the famous result of [FKS] to the double phase model. In particular, we work with minimal assumptions on the modulating coefficient by introducing a Muc…
math.AP2025
The Obstacle Problem Arising from the American Chooser Option
Gugyum Ha, Junkee Jeon, Jihoon Ok
We study the finite-horizon obstacle problem associated with the American chooser option. Its obstacle is the maximum of two independently determined American call and put values a…