University of Guilan Journal of Mathematical Modeling 2345-394X 4 2 2016 11 05 Mathematical analysis and pricing of the European continuous installment call option 171 185 1913 EN Ali Beiranvand Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran Abdolsadeh Neisy Faculty of Economics, Allameh Tabataba'i University, Tehran, Iran Karim Ivaz Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran Journal Article 2016 11 05 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. installment option Black-Scholes model free boundary problem variational inequality Finite Element Method https://jmm.guilan.ac.ir/article_1913_7c5742fd7191a6a25406a432155c580c.pdf