scientific article; zbMATH DE number 1342033

zbMATH Open0933.91010MaRDI QIDQ4263603FDOQ4263603

Authors: Vincenzo Vespri, Emilio Barucci, Fausto Gozzi 

Publication date: 4 April 2000

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Cauchy problemanalytic semigroupno-arbitrage pricingcontingent claim contracts

Mathematics Subject Classification ID

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

Cited In (4)

• Title not available (Why is that?)
• Title not available (Why is that?)
• No arbitrage without semimartingales
• A semigroup approach to generalized Black-Scholes type equations in incomplete markets

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