scientific article
From MaRDI portal
Publication:3601969
zbMath1187.91215MaRDI QIDQ3601969
Stefan Sperlich, Mathias Wilke, Jan W. Prüss
Publication date: 12 February 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
One-parameter semigroups and linear evolution equations (47D06) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs with randomness, stochastic partial differential equations (35R60) (C)-semigroups, regularized semigroups (47D60)
Related Items (2)
Preface. Special issue dedicated to Jan Prüss on the occasion of his 65th birthday ⋮ An analysis of path-dependent options
This page was built for publication: