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

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Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator
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    Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator (English)
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    6 May 2009
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    strongly continuous semigroups
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    differential operators
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    positive linear operators
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    Black-Scholes operator
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