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http://dx.doi.org/10.14403/jcms.2019.32.1.47

BLACK-SCHOLES EQUATION

Lee, Young S. (Department of Mathematics Seoul Women's University)

Publication Information

Journal of the Chungcheong Mathematical Society / v.32, no.1, 2019 , pp. 47-51 More about this Journal

Abstract

The purpose of this paper is to present approximation of $C_0$ -sequentially equicontinuous semigroups on a sequentially complete locally convex space X.

Keywords

Black Scholes equation; $C_0$ semigroup; approximation;

Citations & Related Records

Reference

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