A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:42, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A semigroup approach to generalized Black-Scholes type equations in incomplete markets |
scientific article |
Statements
A semigroup approach to generalized Black-Scholes type equations in incomplete markets (English)
0 references
31 July 2019
0 references
option pricing
0 references
indifference price
0 references
partial differential equations
0 references
\((C_0)\) semigroups
0 references
approximate pricing formula
0 references
numerical tests
0 references