A Variational Inequality Arising from European Installment Call Options Pricing
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Publication:3609048
DOI10.1137/060670353zbMath1168.35453MaRDI QIDQ3609048
Xiao-Hua Wang, Zhou Yang, Fa-huai Yi
Publication date: 6 March 2009
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060670353
35B65: Smoothness and regularity of solutions to PDEs
35K85: Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators
65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
35R35: Free boundary problems for PDEs
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