A stability result for a class of quasilinear variational inequalities connected to a financial problem

  • Loretta Mastroeni
  • Michele Matzeu

Abstract

In this paper we present a stability result for a class of nonlinear integro-differential parabolic variational inequalities where the nonlinear term has a linear growth at infinity. This class is connected to the real option problem.
Published
2002-05-01
Section
Articles