The chaotic Black-Scholes equation with time-dependent coefficients
type: Item
instance of: scholarly article
title: The chaotic Black-Scholes equation with time-dependent coefficients
author: Jerome A. Goldstein
author: Michael Kaplin
author: Gisèle Ruiz Goldstein
published in: Archiv der Mathematik
publication date: 2020-07-03T00:00:00Z
Mathematics Subject Classification ID: 47D06
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 35Q91
zbMATH DE Number: 7217594
zbMATH Keywords: hypercyclic evolution family
zbMATH Keywords: chaotic evolution family
zbMATH Keywords: generalized Black-Scholes equation
MaRDI profile type: Publication
full work available at URL: s00013-020-01453-4
OpenAlex ID: W3015520822
cites work: Spectrum and asymptotics of the Black-Scholes partial differential equation in \((L^ 1,L^ \infty)\)-inter\-polation spaces.
cites work: Hypercyclic behaviour of operators in a hypercyclic \(C_{0}\)-semigroup
cites work: A different approach for pricing Asian options
cites work: Hypercyclic and chaotic semigroups of linear operators
cites work: The Null Volatility Limit of the Chaotic Black-Scholes Equation
cites work: Corrigendum and improvement to “Chaotic solution for the Black-Scholes equation”
cites work: Q3721264
DOI: 10.1007/S00013-020-01453-4
description: scientific article; zbMATH DE number 7217594