Controllabilty and stability analysis on a group associated with Black-Scholes equation (Q5150049)
From MaRDI portal
scientific article; zbMATH DE number 7308286
Language | Label | Description | Also known as |
---|---|---|---|
English | Controllabilty and stability analysis on a group associated with Black-Scholes equation |
scientific article; zbMATH DE number 7308286 |
Statements
Controllabilty and stability analysis on a group associated with Black-Scholes equation (English)
0 references
9 February 2021
0 references
Black-Scholes equation
0 references
Schrödinger equation
0 references
Lie group
0 references
optimal control
0 references
stability
0 references
numerical integration
0 references
0 references
0 references