Spectrum and asymptotics of the Black-Scholes partial differential equation in (L^ 1,L^ )-inter\-polation spaces.
DOI10.2140/PJM.2002.202.1zbMATH Open1052.35029OpenAlexW2092051835WikidataQ115230667 ScholiaQ115230667MaRDI QIDQ700632FDOQ700632
Authors: Wolfgang Arendt, B. de Pagter 
Publication date: 22 October 2002
Published in: Pacific Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2140/pjm.2002.202.1
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Cited In (7)
- Chaotic solution for the Black-Scholes equation
- Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator
- Local approach to order continuity in Cesàro function spaces
- RKH spaces of Brownian type defined by Cesàro-Hardy operators
- Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus
- The chaotic Black-Scholes equation with time-dependent coefficients
- On the boundedness of generalized Cesàro operators on Sobolev spaces
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