Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator (Q3624894)
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scientific article; zbMATH DE number 5551516
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| English | Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator |
scientific article; zbMATH DE number 5551516 |
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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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0.9085113
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0.8688843
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0.8674604
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0.8643188
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0.8639159
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0.84741783
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0.8424641
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0.8420794
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