Controllabilty and stability analysis on a group associated with Black-Scholes equation (Q5150049)
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scientific article; zbMATH DE number 7308286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controllabilty and stability analysis on a group associated with Black-Scholes equation |
scientific article; zbMATH DE number 7308286 |
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Controllabilty and stability analysis on a group associated with Black-Scholes equation (English)
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9 February 2021
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Black-Scholes equation
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Schrödinger equation
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Lie group
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optimal control
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stability
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numerical integration
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