Gamma-type operators and the Black-Scholes semigroup
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Publication:630489
DOI10.1016/j.jat.2010.09.001zbMath1215.41008MaRDI QIDQ630489
Publication date: 17 March 2011
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jat.2010.09.001
Markov process; strongly continuous semigroups; Black-Scholes operator; Linear positive operators; Rate of conver- gence
47D06: One-parameter semigroups and linear evolution equations
41A35: Approximation by operators (in particular, by integral operators)