A semigroup approach to American options (Q1763408): Difference between revisions

@@ Property / author @@
+Domingo Israel Cruz-Báez
@@ Property / author: Domingo Israel Cruz-Báez / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2004.07.047
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+W2074627596
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@@ Property / cites work @@
+Q3861989
@@ Property / cites work: Q3861989 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Q5528042
@@ Property / cites work: Q5528042 / rank @@
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@@ Property / cites work @@
+Semigroup theory applied to options
@@ Property / cites work: Semigroup theory applied to options / rank @@
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@@ Property / cites work @@
+Q3342799
@@ Property / cites work: Q3342799 / rank @@
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@@ Property / cites work @@
+Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I.
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+Geometric theory of semilinear parabolic equations
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+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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+A nonlinear partial differential equation for american options in the entire domain of the state variable
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+Q3215519
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+Analytic semigroups and optimal regularity in parabolic problems
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+Semigroups of linear operators and applications to partial differential equations
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+Q5620934
@@ Property / cites work: Q5620934 / rank @@
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