Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:2910782
Jump to:navigation, search

zbMath1276.47052MaRDI QIDQ2910782

O. González-Gaxiola, J. A. Santiago

Publication date: 11 September 2012

Full work available at URL: http://www.ijpam.eu/contents/2012-76-2/4/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

differential operatorAsian optionBlack-Scholes equation\(C_{0}\)-semigroupsvanilla option


Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Financial applications of other theories (91G80) (C)-semigroups, regularized semigroups (47D60)


Related Items (3)

On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics ⋮ A study on the impact of nonlinear source term in Black-Scholes option pricing model ⋮ A nonlinear option pricing model through the Adomian decomposition method







This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2910782&oldid=15878549"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 20:12.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki