TY  - JOUR
AU  - Jiang, Wenwen
AU  - Li, Jia
PY  - 2025
TI  - Local max-norm regularity estimates for gradient solutions of variational inequalities involving a class of doubly degenerate parabolic operators arising from quanto option valuation analysis
JO  - AIMS Mathematics
SP  - 21902
EP  - 21915
VL  - 10
IS  - 9
AB  - This paper investigates a class of variational inequality problems governed by double-phase degenerate parabolic operators on cylindrical domains within bounded open sets, which arises from sensitivity analysis of quanto option valuation. The main result establishes max-norm regularity estimates for gradient solutions of the variational inequality.
UR  - https://doi.org/10.3934/math.2025975
DO  - 10.3934/math.2025975