Chaos for generalized Black-Scholes equations

MaRDI QIDQ6461889zbMATH OpenFDO

Authors Anna Maria Candela, Gisèle Ruiz Goldstein, Jerome A. Goldstein, Silvia Romanelli

Publication date 2 December 2023

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Heat equation (35K05) Financial applications of other theories (91G80) Cyclic vectors, hypercyclic and chaotic operators (47A16) One-parameter semigroups and linear evolution equations (47D06)

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