Control of the Black-Scholes equation
Résumé
The purpose of this work is to apply the results developped by J.Y. Chemin and Cl. David, to the Black-Scholes equation. This latter equation being directly linked to the heat equation, it enables us to propose a new approach allowing to control properties of the solution by means of a shape parameter.
Origine | Fichiers produits par l'(les) auteur(s) |
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