Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator (Q3624894): Difference between revisions

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+Ioan Raşa
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+MaRDI publication profile
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+W2009479747
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+APPROXIMATION BY POSITIVE OPERATORS OF THE C<sub>0</sub>–SEMIGROUPS ASSOCIATED WITH ONE-DIMENSIONAL DIFFUSION EQUATIONS: PART II
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+Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II.
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+On a class of exponential-type operators and their limit semigroups
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+Q3617140
@@ Property / cites work: Q3617140 / rank @@
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+Shape preserving properties of some positive linear operators on unbounded intervals
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+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
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+Preserving concavity in initial-boundary value problems of parabolic type and in its numerical solution
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+Q4522707
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+On positivity, shape, and norm-bound preservation of time-stepping methods for semigroups
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