亚式期权Vecer统一定价中一个degenerate parabolic equation出现的规律性
Regularity of a degenerate parabolic equation appearing in Vecer's unified pricing of Asian options
摘要：
Vecer导出了一个退化的抛物型方程，该方程描述了具有一般抽样平均值的亚式期权的价格。很好地理解，对于这样的问题存在唯一的概率解，但是仍然不清楚概率解是否是经典解。我们证明了Vecer偏微分方程的概率解是正则的。
英文摘要：
Vecer derived a degenerate parabolic equation with a boundary condition characterizing the price of Asian options with generally sampled average. It is well understood that there exists a unique probabilistic solution to such a problem but it remained unclear whether the probabilistic solution is a classical solution. We prove that the probabilistic solutions to Vecer's PDE are regular.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
