Stability estimates for the multidimensional elliptic obstacle problem

DOI10.1515/GMJ-2012-0007MaRDI QIDQ2882534zbMATH OpenOpenAlexFDO

Authors Naveed Ahmad, Malkhaz Shashiashvili

Publication date 7 May 2012

Published in Georgian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/gmj-2012-0007

zbMATH Keywords

sensitivity of perpetual American option prices with respect to volatilitiesstability estimates with respect to the coefficients of a differential operatorunilateral elliptic obstacle problem

Mathematics Subject Classification ID

Stability in context of PDEs (35B35) Second-order elliptic equations (35J15) Variational inequalities (49J40) Financial applications of other theories (91G80)

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(1)

• Stability estimate for the multidimensional elliptic obstacle problem with respect to the obstacle function

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