A semigroup approach to American options (Q1763408)

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Language	Label	Description	Also known as
English	A semigroup approach to American options	scientific article

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scholarly article

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A semigroup approach to American options (English)

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J. M. González-Rodríguez

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Domingo Israel Cruz-Báez

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Journal of Mathematical Analysis and Applications

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publication date

22 February 2005

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zbMATH Keywords

semilinear parabolic problems

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmaa.2004.07.047

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The Pricing of Options and Corporate Liabilities

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Semigroup theory applied to options

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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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A nonlinear partial differential equation for american options in the entire domain of the state variable

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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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Identifiers

zbMATH Open document ID

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10.1016/j.jmaa.2004.07.047

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1763408

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