Controllabilty and stability analysis on a group associated with Black-Scholes equation (Q5150049)

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scientific article; zbMATH DE number 7308286
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Controllabilty and stability analysis on a group associated with Black-Scholes equation
scientific article; zbMATH DE number 7308286

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    Controllabilty and stability analysis on a group associated with Black-Scholes equation (English)
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    9 February 2021
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    Black-Scholes equation
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    Schrödinger equation
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    Lie group
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    optimal control
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    stability
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    numerical integration
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