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

Authors

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

Issue

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