The existence of a solution to a class of degenerate parabolic variational inequalities
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- Publication:3492058
Cites work
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- A free boundary problem arising from pricing convertible bond
- A variational inequality arising from American installment call options pricing
- American lookback option with fixed strike price-2-D parabolic variational inequality
- An integro-differential parabolic variational inequality arising from the valuation of double barrier American option
- Parabolic variational inequality with parameter and gradient constraints
- Partial Differential Equations
- Second-order integro-differential parabolic variational inequalities arising from the valuation of American option
- Some results on a class of degenerate parabolic equations not in divergence form
Cited in
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- Nonexistence and long time behavior of solutions to a class of nonlinear degenerate parabolic variational inequalities
- Existence of solution a of nonlinear degenerate systems of parabolic variational inequalities
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- Application of relaxation scheme to degenerate variational inequalities.
- scientific article; zbMATH DE number 1382457 (Why is no real title available?)
- The existence of solutions to a class of nonlinear parabolic variational inequalities
- On the existence of strong solutions for a degenerate parabolic inequality with mixed boundary conditions
- scientific article; zbMATH DE number 4165487 (Why is no real title available?)
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- Existence for a degenerate diffusion problem with a nonlinear operator
- scientific article; zbMATH DE number 690921 (Why is no real title available?)
- Parameter-dependent variational-hemivariational inequalities and an unstable degenerate elliptic free boundary problem
- On the solvability in the class of nonnegative functions of a nonlinear parabolic equation with double degeneration and a nonlocal spatial operator
- scientific article; zbMATH DE number 3908962 (Why is no real title available?)
- On double degenerate quasilinear parabolic variational inequalities
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