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Autores principales: Ha, Gugyum, Jeon, Junkee, Ok, Jihoon
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2506.03623
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author Ha, Gugyum
Jeon, Junkee
Ok, Jihoon
author_facet Ha, Gugyum
Jeon, Junkee
Ok, Jihoon
contents 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 turn, can be expressed as the maximum of the solutions to the corresponding obstacle problems. This structure makes the obstacle problem particularly challenging and non-trivial. Using theoretical analysis, we overcome these difficulties and establish the existence and uniqueness of a strong solution. Furthermore, we rigorously prove the monotonicity and smoothness of the free boundary arising from the obstacle problem.
format Preprint
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institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The Obstacle Problem Arising from the American Chooser Option
Ha, Gugyum
Jeon, Junkee
Ok, Jihoon
Analysis of PDEs
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 turn, can be expressed as the maximum of the solutions to the corresponding obstacle problems. This structure makes the obstacle problem particularly challenging and non-trivial. Using theoretical analysis, we overcome these difficulties and establish the existence and uniqueness of a strong solution. Furthermore, we rigorously prove the monotonicity and smoothness of the free boundary arising from the obstacle problem.
title The Obstacle Problem Arising from the American Chooser Option
topic Analysis of PDEs
url https://arxiv.org/abs/2506.03623