in this paper we consider the european continuous installment call option. then  its linear complementarity formulation is given. writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. finally finite element method is applied to price the european continuous installment call option.

In this paper we consider a nonlinear two-phase Stefan problem in one-dimensional space. The problem is mapped into a nonlinear Volterra integral equation for the free boundary.