충청수학회지 (Journal of the Chungcheong Mathematical Society)

  • 제32권1호
  • /
  • Pages.47-51
  • /
  • 2019
  • /
  • 1226-3524(pISSN)
  • /
  • 2383-6245(eISSN)
충청수학회 (The Chungcheong Mathematical Society)
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BLACK-SCHOLES EQUATION

  • Lee, Young S. (Department of Mathematics Seoul Women's University)
  • 투고 : 2018.07.23
  • 심사 : 2018.12.26
  • 발행 : 2019.02.15
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초록

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

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참고문헌

  1. W. Arendt, C. J. K. Batty, M. Hieber, and F. Neubrander, Vector-Valued Laplace Transforms and Cauchy Problems, Monographs in Math. 96, Birkhauser, 2001.
  2. F. Black and M. Scholes, The pricing of options and corporate liabilities, J. Polit. Econ. 81 (1973), 637-654. https://doi.org/10.1086/260062
  3. A. Pazy, Semigroups of linear operators and applications to partial differential equations, Applied Mathematical Sciences 44 Springer-Verlag, 1988.