Degenerate Evolution Equations in Weighted Continuous Function Spaces, Markov Processes and the Black-Scholes Equation

Degenerate Evolution Equations in Weighted Continuous Function Spaces, Markov Processes and the Black-Scholes Equation — Part I

Published:2002-11 Issue:3-4 Volume:42 Page:193-211
ISSN:0378-6218
Container-title:Results in Mathematics
language:en
Short-container-title:Results. Math.

Author:

Altomare Francesco,Attalienti Antonio

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Mathematics (miscellaneous)

Link

http://link.springer.com/content/pdf/10.1007/BF03322850.pdf

Reference27 articles.

1. F. Altomare and M. Campiti, Korovkin-type Approximation Theory and its Applications, Vol.17, de Gruyter Series Studies in Mathematics, de Gruyter, Berlin-New York, 1994.

2. F. Altomare and I. Carbone, Markov processes and diffusion equations on unbounded intervals, Taiwanese J. Math. 5(2001), 1, 141–167.

3. F. Black and P. Karasinski, Bond and option pricing when short rates are lognormal, Financial Analysis Journal 81 (1991), 52–59.

4. F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy 81 (1973), 637–654.

5. R. M. Blumenthal and R. K. Getoor, Markov Processes and Potential Theory, Pure and Applied Mathematics, Vol.29, Academic Press, New York, London, 1968.

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