The chaotic Black–Scholes equation with time-dependent coefficients
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s00013-020-01453-4.pdf
Reference7 articles.
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3. Cruz-Báez, D.I., González-Rodríguez, J.M.: A different approach for pricing Asian options. Appl. Math. Lett. 21(3), 303–306 (2008)
4. Desch, W., Schappacher, W., Webb, G.F.: Hypercyclic and chaotic semigroups of linear operators. Ergod. Theory Dyn. Syst. 17, 793–819 (1997)
5. Emamirad, H., Ruiz Goldstein, G., Goldstein, J.A., Rogeon, P.: The null volatility limit of the chaotic Black-Scholes equation. In: Banasiak, J., Bobrowski, A., Lachowicz, M. (eds.) Semi-Groups of Operators—Theory and Applications, Bedlewo, Poland, October 2013, pp. 155–164. Springer (2014)
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