On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics (Q6042678)
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scientific article; zbMATH DE number 7681610
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| English | On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics |
scientific article; zbMATH DE number 7681610 |
Statements
On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics (English)
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3 May 2023
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one-parameter semigroups
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Black-Scholes theory
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jump-diffusion process
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partial integro-differential equation
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Mellin transform
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0.8121041655540466
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0.7985098958015442
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0.7962130308151245
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0.7958365678787231
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0.7594999074935913
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