On a semigroup approach to no-arbitrage pricing theory (Q4263603)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1342033
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On a semigroup approach to no-arbitrage pricing theory |
scientific article; zbMATH DE number 1342033 |
Statements
4 April 2000
0 references
analytic semigroup
0 references
no-arbitrage pricing
0 references
Cauchy problem
0 references
contingent claim contracts
0 references
0.8824599981307983
0 references
0.7930240035057068
0 references
0.7874705791473389
0 references
0.7786262035369873
0 references
On a semigroup approach to no-arbitrage pricing theory (English)
0 references
