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

Nonlinear Studies, Vol 9, No 2 (2002)

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.

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