The uniqueness of the solution for the definite problem of a parabolic variational inequality
Abstract The uniqueness of the solution for the definite problem of a parabolic variational inequality is proved. The problem comes from the study of the optimal exercise strategies for the perpetual executive stock options with unrestricted exercise in financial market. Because the variational ineq...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2016-12-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-016-1267-x |