Stability estimates for the multidimensional elliptic obstacle problem

DOI10.1515/GMJ-2012-0007zbMath1237.91242OpenAlexW2331087363MaRDI QIDQ2882534

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

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

This page was built for publication: Stability estimates for the multidimensional elliptic obstacle problem