Matches in SemOpenAlex for { <https://semopenalex.org/work/W2013778215> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2013778215 endingPage "139" @default.
- W2013778215 startingPage "131" @default.
- W2013778215 abstract "Black and Scholes (1973) proved that under certain assumptions about the market place, the value of a European option, as a function of the current value of the underlying asset and time, verifies a Cauchy problem. We give new conditions for the existence and uniqueness of the value of a European option by using semigroup theory. For this, we choose a suitable space that verifies some conditions, what allows us that the operator that appears in the Cauchy problem is the infinitesimal generator of a<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML><mml:mrow><mml:msub><mml:mi>C</mml:mi><mml:mn>0</mml:mn></mml:msub></mml:mrow></mml:math>-semigroup<mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML><mml:mrow><mml:mi>T</mml:mi><mml:mrow><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mrow></mml:math>. Then we are able to guarantee the existence and uniqueness of the value of a European option and we also achieve an explicit expression of that value." @default.
- W2013778215 created "2016-06-24" @default.
- W2013778215 creator A5011964320 @default.
- W2013778215 creator A5062197377 @default.
- W2013778215 date "2002-01-01" @default.
- W2013778215 modified "2023-10-16" @default.
- W2013778215 title "Semigroup theory applied to options" @default.
- W2013778215 cites W1488607660 @default.
- W2013778215 cites W1489991626 @default.
- W2013778215 cites W1503295912 @default.
- W2013778215 cites W1527296550 @default.
- W2013778215 cites W1602967628 @default.
- W2013778215 cites W2077791698 @default.
- W2013778215 cites W2470046770 @default.
- W2013778215 cites W571864247 @default.
- W2013778215 doi "https://doi.org/10.1155/s1110757x02111041" @default.
- W2013778215 hasPublicationYear "2002" @default.
- W2013778215 type Work @default.
- W2013778215 sameAs 2013778215 @default.
- W2013778215 citedByCount "10" @default.
- W2013778215 countsByYear W20137782152013 @default.
- W2013778215 countsByYear W20137782152014 @default.
- W2013778215 countsByYear W20137782152016 @default.
- W2013778215 countsByYear W20137782152017 @default.
- W2013778215 countsByYear W20137782152021 @default.
- W2013778215 crossrefType "journal-article" @default.
- W2013778215 hasAuthorship W2013778215A5011964320 @default.
- W2013778215 hasAuthorship W2013778215A5062197377 @default.
- W2013778215 hasBestOaLocation W20137782151 @default.
- W2013778215 hasConcept C11413529 @default.
- W2013778215 hasConcept C118615104 @default.
- W2013778215 hasConcept C119857082 @default.
- W2013778215 hasConcept C121332964 @default.
- W2013778215 hasConcept C134306372 @default.
- W2013778215 hasConcept C163258240 @default.
- W2013778215 hasConcept C207405024 @default.
- W2013778215 hasConcept C26955809 @default.
- W2013778215 hasConcept C2776291640 @default.
- W2013778215 hasConcept C2777021972 @default.
- W2013778215 hasConcept C2780992000 @default.
- W2013778215 hasConcept C33923547 @default.
- W2013778215 hasConcept C41008148 @default.
- W2013778215 hasConcept C49344536 @default.
- W2013778215 hasConcept C97355855 @default.
- W2013778215 hasConceptScore W2013778215C11413529 @default.
- W2013778215 hasConceptScore W2013778215C118615104 @default.
- W2013778215 hasConceptScore W2013778215C119857082 @default.
- W2013778215 hasConceptScore W2013778215C121332964 @default.
- W2013778215 hasConceptScore W2013778215C134306372 @default.
- W2013778215 hasConceptScore W2013778215C163258240 @default.
- W2013778215 hasConceptScore W2013778215C207405024 @default.
- W2013778215 hasConceptScore W2013778215C26955809 @default.
- W2013778215 hasConceptScore W2013778215C2776291640 @default.
- W2013778215 hasConceptScore W2013778215C2777021972 @default.
- W2013778215 hasConceptScore W2013778215C2780992000 @default.
- W2013778215 hasConceptScore W2013778215C33923547 @default.
- W2013778215 hasConceptScore W2013778215C41008148 @default.
- W2013778215 hasConceptScore W2013778215C49344536 @default.
- W2013778215 hasConceptScore W2013778215C97355855 @default.
- W2013778215 hasIssue "3" @default.
- W2013778215 hasLocation W20137782151 @default.
- W2013778215 hasLocation W20137782152 @default.
- W2013778215 hasLocation W20137782153 @default.
- W2013778215 hasLocation W20137782154 @default.
- W2013778215 hasOpenAccess W2013778215 @default.
- W2013778215 hasPrimaryLocation W20137782151 @default.
- W2013778215 hasRelatedWork W2003867354 @default.
- W2013778215 hasRelatedWork W2090979013 @default.
- W2013778215 hasRelatedWork W2334639218 @default.
- W2013778215 hasRelatedWork W2356846315 @default.
- W2013778215 hasRelatedWork W2380363875 @default.
- W2013778215 hasRelatedWork W2388494286 @default.
- W2013778215 hasRelatedWork W2788579694 @default.
- W2013778215 hasRelatedWork W2998291413 @default.
- W2013778215 hasRelatedWork W4230630248 @default.
- W2013778215 hasRelatedWork W4254554196 @default.
- W2013778215 hasVolume "2" @default.
- W2013778215 isParatext "false" @default.
- W2013778215 isRetracted "false" @default.
- W2013778215 magId "2013778215" @default.
- W2013778215 workType "article" @default.