Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus (Q2677627)
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scientific article; zbMATH DE number 7638775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus |
scientific article; zbMATH DE number 7638775 |
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Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus (English)
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5 January 2023
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bisectorial-like operators
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sectorial operators
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functional calculus
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holomorphic semigroups
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Riemann-Liouville space-fractional derivative
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Weyl space-fractional derivative
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generalized Black-Scholes equations
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