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Chaotic solution for the Black-Scholes equation
Work
Year: 2011
Type: article
Abstract: The Black-Scholes semigroup is studied on spaces of continuous functions on <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="left-parenthes... more
Source: Proceedings of the American Mathematical Society
Authors Hassan Emamirad, Gisèle Ruiz Goldstein, Jerome A. Goldstein
Institutions Université de Poitiers, Laboratoire de Mathématiques, University of Memphis
Cites: 21
Cited by: 39
Related to: 10
FWCI: 2.932
Citation percentile (by year/subfield): 89.05
Topic: Quantum chaos and dynamical systems
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: hybrid