3 papers
q-fin.MF2026
On regularity of finite-maturity American put options in the Heston model
Khai Nguyen, Huy Chau
This paper studies the regularity of finite-maturity American value functions in the Heston model. Although the Heston operator is degenerate when the volatility is zero, we are ab…
math.AP2026
On scalar nonlinear balance laws with singular nonlocal sources
Evangelia Ftaka, Khai T. Nguyen
We investigate one-dimensional scalar balance laws with singular convolution-type source terms. Under appropriate convexity and kernel assumptions, we establish the global existenc…
math.AP2026
Wave breaking for perturbed Burgers equations
Ethan Botelho, Khai T. Nguyen, Madhumita Roy
We establish a simple and explicit criterion for wave breaking for a general class of perturbed Burgers equations that cover several Burgers-type models, including the Fractional K…