Pages that link to "Item:Q2315047"
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The following pages link to A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047):
Displaying 6 items.
- Gamma-type operators and the Black-Scholes semigroup (Q630489) (← links)
- Semigroup theory applied to options (Q1608818) (← links)
- A semigroup approach to American options (Q1763408) (← links)
- Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator (Q3624894) (← links)
- On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics (Q6042678) (← links)
- Expected vs. real transaction costs in European option pricing (Q6105350) (← links)