"The parabolic variational inequality for simulating the valuation of American option is used to analyze a continuous dependence of the solution with respect to the uncertain volatility parameter. Three kinds of the continuity are proved, enabling us to employ the maximum range method for the uncertain parameter, under the condition that the criterion-functional has the corresponding property."@en . "295223" . "2070-0733" . . . . "Hlav\u00E1\u010Dek, Ivan" . "The parabolic variational inequality for simulating the valuation of American option is used to analyze a continuous dependence of the solution with respect to the uncertain volatility parameter. Three kinds of the continuity are proved, enabling us to employ the maximum range method for the uncertain parameter, under the condition that the criterion-functional has the corresponding property." . "American options; parabolic variational inequality; uncertain parameter"@en . "RIV/67985840:_____/10:00359287" . "Valuation of American Call Option Considering Uncertain Volatility" . "10.4208/aamm.09-m0967" . "1"^^ . "Valuation of American Call Option Considering Uncertain Volatility" . "[2D1E87DA80A4]" . "2" . . "Valuation of American Call Option Considering Uncertain Volatility"@en . . "CN - \u010C\u00EDnsk\u00E1 lidov\u00E1 republika" . "1"^^ . "Advances in Applied Mathematics and Mechanics" . . . "11"^^ . "2" . . . . . "Valuation of American Call Option Considering Uncertain Volatility"@en . . . . "RIV/67985840:_____/10:00359287!RIV12-AV0-67985840" . "000286402200005" . . "P(IAA100190803), Z(AV0Z10190503)" . . .