Pages that link to "Item:Q1608818"
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The following pages link to Semigroup theory applied to options (Q1608818):
Displaying 6 items.
- A semigroup approach to American options (Q1763408) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Chaotic solution for the Black-Scholes equation (Q2884425) (← links)
- The Black-Scholes operator as the generator of a \(C_0\)-semigroup and applications (Q2910782) (← links)
- AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (Q3421544) (← links)
- On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics (Q6042678) (← links)