Robuta

https://www.preprints.org/manuscript/202404.1225
In this paper, we propose a system of nonlinear mixed variational inequality problems, which consists of two elliptic mixed variational inequality problems on...
variational inequalitysolutionssystemnonlinearmixed
https://www.arxiv.org/abs/1903.05189
Abstract page for arXiv paper 1903.05189: Variational inequality for perpetual American option price and convergence to the solution of the difference equation
variational inequalityamerican optionperpetualprice