scholarly journals Sample-path solution of stochastic variational inequalities, with applications to option pricing

1996 ◽  
Author(s):  
Gül Gürkan ◽  
A. Yonca Özge ◽  
Stephen M. Robinson
Keyword(s):  
Variational Inequalities ◽  
Option Pricing ◽  
Sample Path ◽  
Stochastic Variational Inequalities

scholarly journals Random variational inequalities in the absence of sample path continuity

1995 ◽  
Vol 8 (1) ◽  
pp. 91-97 ◽  
Author(s):  
S. A. Elsanousi
Keyword(s):  
Variational Inequalities ◽  
Existence Of Solutions ◽  
Sample Path ◽  
Stochastic Variational Inequalities ◽  
Random Variational Inequalities

In this paper we investigate the existence of solutions to stochastic variational inequalities under conditions that are not imposed sample-path-wise.

scholarly journals Sample-path solution of stochastic variational inequalities

1999 ◽  
Vol 84 (2) ◽  
pp. 313-333 ◽  
Author(s):  
Gül Gürkan ◽  
A. Yonca Özge ◽  
Stephen M. Robinson
Keyword(s):  
Variational Inequalities ◽  
Sample Path ◽  
Stochastic Variational Inequalities
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