scientific article; zbMATH DE number 1342033

MaRDI QIDQ4263603zbMATH OpenFDO

Authors Vincenzo Vespri, Emilio Barucci, Fausto Gozzi

Publication date 4 April 2000

zbMATH Keywords

analytic semigroupCauchy problemcontingent claim contractsno-arbitrage pricing

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35)

Recommendations

• scientific article; zbMATH DE number 1996149
• Semigroup theory applied to options
• A semigroup approach to generalized Black-Scholes type equations in incomplete markets
• Weak time-derivatives and no-arbitrage pricing
• scientific article; zbMATH DE number 1865391

Cited in

(4)

• No arbitrage without semimartingales
• A semigroup approach to generalized Black-Scholes type equations in incomplete markets
• scientific article; zbMATH DE number 1996149 (Why is no real title available?)
• scientific article; zbMATH DE number 6444283 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4263603)