scientific article

zbMath1177.93021MaRDI QIDQ3639850

Kumarasamy Sakthivel, Jeong-Hoon Kim, R. Sowrirajan, Krishnan Balachandran

Publication date: 26 October 2009

Full work available at URL: https://eudml.org/doc/33957

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

zbMATH Keywords

observabilitycontrollabilityCarleman estimatesvolatilityBlack-Scholes equation

Mathematics Subject Classification ID

Controllability (93B05) Control/observation systems governed by partial differential equations (93C20) Integro-partial differential equations (45K05) Stochastic systems in control theory (general) (93E03) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Portfolio theory (91G10)

Related Items (3)

Unnamed Item ⋮ Controllability and hedgibility of Black-Scholes equations with \(N\) stocks ⋮ Exact null controllability of a semilinear parabolic equation arising in finance

Cites Work

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