@article{Li2022, 
author = {Jia Li and Changchun Bi},
title = {Study of weak solutions of variational inequality systems with degenerate parabolic operators and quasilinear terms arising Americian option pricing problems},
year = {2022},
journal = {AIMS Mathematics},
volume = {7},
number = {11},
pages = {19758-19769},
keywords = {parabolic variational inequality, weak solution, penalty problem, existence, uniqueness, Americian option pricing},
url = {https://www.sciopen.com/article/10.3934/math.20221083},
doi = {10.3934/math.20221083},
abstract = {In this paper, we study variational inequality systems with quasilinear degenerate parabolic operators in a bounded domain. As a series of penalty problems, the existence of the solutions in the weak sense is proved by a limit process. The uniqueness of the solution is also proved.}
}