Parabolic variational inequalities: The Lagrange multiplier approach

Journal des Mathematiques Pures et Appliquees

Volumn 85, Issue 3, 2006, Pages 415-449

  Ito, Kazufumi ^a   Kunisch, Karl ^b  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF GRAZ   (Austria)

Author keywords

Black Scholes; Feasible and unfeasible regularization; Lagrange multipliers; Parabolic variational inequalities

Indexed keywords

EID: 33644597864     PISSN: 00217824     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matpur.2005.08.005     Document Type: Article

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