Gamma-type operators and the Black-Scholes semigroup
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Publication:630489
DOI10.1016/j.jat.2010.09.001zbMath1215.41008OpenAlexW1973227780MaRDI QIDQ630489
Publication date: 17 March 2011
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jat.2010.09.001
Markov processstrongly continuous semigroupsBlack-Scholes operatorLinear positive operatorsRate of conver- gence
One-parameter semigroups and linear evolution equations (47D06) Approximation by operators (in particular, by integral operators) (41A35)
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