Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus

DOI10.1007/S00028-022-00858-8arXiv2203.15463MaRDI QIDQ6395013

Jesús Oliva-Maza, Mahamadi Warma

Publication date: 29 March 2022

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Functional calculus for linear operators (47A60) Linear differential equations in abstract spaces (34G10) Fractional partial differential equations (35R11) Elliptic operators and their generalizations (47F10) Sectorial operators (47B12)

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