摘要
Thispaperstudiesthenonlinearvariationalinequalitywithintegro-differentialtermarisingfromvaluationofAmericanstyledoublebarrieroption.First,theauthorsusethepenaltymethodtotransformthevariationalinequalityintoanonlinearparabolicinitialboundaryproblem(i.e.,penaltyproblem).Second,theexistenceanduniquenessofsolutiontothepenaltyproblemareprovedbyusingtheScheaferfixedpointtheory.Third,theauthorsprovetheexistenceofvariationalinequality'solutionbyshowingthefactthatthepenalizedPDEconvergestothevariationalinequality.Theuniquenessofsolutiontothevariationalinequalityisalsoprovedbycontradiction.
出版日期
2014年02月12日（中国期刊网平台首次上网日期，不代表论文的发表时间）
