Evolution equations: applications to physics, industry, life sciences and economics (Levico Terme, 2000), 113--126, Progr. Nonlinear Differential Equations Appl., 55, Birkhäuser, Basel

A Semigroup Approach to No-Arbitrage Pricing Theory: Constant Elasticity Variance Model and Term Structure Models

COLOMBO, FABRIZIO;
2003-01-01

Abstract

Evolution equations: applications to physics, industry, life sciences and economics (Levico Terme, 2000), 113--126, Progr. Nonlinear Differential Equations Appl., 55, Birkhäuser, Basel
2003
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/556470
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