Semigroup theory applied to options.

Cruz-Báez, D.I., and González-Rodríguez, J.M.. "Semigroup theory applied to options.." Journal of Applied Mathematics 2.3 (2002): 131-139. <http://eudml.org/doc/49773>.

@article{Cruz2002,
author = {Cruz-Báez, D.I., González-Rodríguez, J.M.},
journal = {Journal of Applied Mathematics},
keywords = {European option; Cauchy problem; semigroup theory},
language = {eng},
number = {3},
pages = {131-139},
publisher = {Hindawi Publishing Corporation, New York},
title = {Semigroup theory applied to options.},
url = {http://eudml.org/doc/49773},
volume = {2},
year = {2002},
}

TY - JOUR
AU - Cruz-Báez, D.I.
AU - González-Rodríguez, J.M.
TI - Semigroup theory applied to options.
JO - Journal of Applied Mathematics
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 2
IS - 3
SP - 131
EP - 139
LA - eng
KW - European option; Cauchy problem; semigroup theory
UR - http://eudml.org/doc/49773
ER -