@article{Jiang2025, 
author = {Wenwen Jiang and Jia Li},
title = {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},
year = {2025},
journal = {AIMS Mathematics},
volume = {10},
number = {9},
pages = {21902-21915},
keywords = {initial-boundary value problem for variational inequality, gradient solution, boundedness in the sup-norm, max-norm regularity estimate},
url = {https://www.sciopen.com/article/10.3934/math.2025975},
doi = {10.3934/math.2025975},
abstract = {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.}
}