A stability result for a class of quasilinear variational inequalities connected to a financial problem
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
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Section
Articles
How to Cite
A stability result for a class of quasilinear variational inequalities connected to a financial problem. (2002). Nonlinear Studies, 9(2). https://nonlinearstudies.com/index.php/nonlinear/article/view/263