Chaotic solution for the Black-Scholes equation
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Publication:2884425
DOI10.1090/S0002-9939-2011-11069-4zbMath1238.47051MaRDI QIDQ2884425
Jerome A. Goldstein, Gisèle Ruiz Goldstein, Hassan Emamirad
Publication date: 29 May 2012
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-2011-11069-4
47D06: One-parameter semigroups and linear evolution equations
91G80: Financial applications of other theories
47N10: Applications of operator theory in optimization, convex analysis, mathematical programming, economics
47A16: Cyclic vectors, hypercyclic and chaotic operators
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
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Cites Work
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