The Black-Scholes Equation and its Relation with Semigroups of Operators
نویسندگان
چکیده
This paper gives a connection between the theory of semigroups of operators (functional analysis) and mathematical finance through the Black-Scholes equation. Besides using this theory obtain the solution of this equation via the infinitesimal generator of a group of evolution. Mathematics Subject Classification: Primary 91G80; Secondary 47D06
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