Chaos for generalized Black-Scholes equations
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Publication:6461889
arXiv2312.01247MaRDI QIDQ6461889FDOQ6461889
Authors: Anna Maria Candela, Gisèle Ruiz Goldstein, Jerome A. Goldstein, Silvia Romanelli 
Publication date: 2 December 2023
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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