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Existence and blowup of solutions for non-divergence polytropic variation-inequality in corn option trading
AIMS Mathematics 2023, 8(7): 16748-16756
Published: 15 July 2023
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This paper focuses on a class of variation-inequality problems involving non-divergence polytropic parabolic operators. The penalty method is employed, along with the Leray Schauder fixed point theory and limit progress, to determine the existence of solutions. The study also delves into the blow-up phenomena of the solution, revealing that under certain conditions, the solution will blow up in finite time.

Open Access Research Article Issue
Study of weak solutions of variational inequality systems with degenerate parabolic operators and quasilinear terms arising Americian option pricing problems
AIMS Mathematics 2022, 7(11): 19758-19769
Published: 15 November 2022
Abstract PDF (228.1 KB) Collect
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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.

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