2 papers
math.AP2026
The Obstacle Problem Arising from the American Chooser Option
Gugyum Ha, Junkee Jeon, Jihoon Ok
We study the obstacle problem associated with the American chooser option. The obstacle is given by the maximum of an American call option and an American put option, which, in tur…
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…