Modulus of continuity of Nemytskii operators with application to the problem of option pricing
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Publication:3529873
DOI10.1515/JIIP.2008.024zbMath1152.91526MaRDI QIDQ3529873
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Publication date: 14 October 2008
Published in: JIIP (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jiip.2008.024
47H30: Particular nonlinear operators (superposition, Hammerstein, Nemytski?, Uryson, etc.)
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
65J15: Numerical solutions to equations with nonlinear operators
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