Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator

DOI10.1007/s10587-008-0027-6zbMath1174.47037OpenAlexW2009479747MaRDI QIDQ3624894

Antonio Attalienti, Ioan Raşa

Publication date: 6 May 2009

Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/31221

zbMATH Keywords

differential operatorsstrongly continuous semigroupspositive linear operatorsBlack-Scholes operator

Mathematics Subject Classification ID

Related Items (1)

Gamma-type operators and the Black-Scholes semigroup

Cites Work

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• Shape preserving properties of some positive linear operators on unbounded intervals
• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II.
• On positivity, shape, and norm-bound preservation of time-stepping methods for semigroups
• Preserving concavity in initial-boundary value problems of parabolic type and in its numerical solution
• On a class of exponential-type operators and their limit semigroups
• Robustness of the Black and Scholes Formula
• APPROXIMATION BY POSITIVE OPERATORS OF THE C₀–SEMIGROUPS ASSOCIATED WITH ONE-DIMENSIONAL DIFFUSION EQUATIONS: PART II

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