Ulam-Hyers stability of Black-Scholes equation

Nicolaie Lungu, Sorina Anamaria Ciplea

Abstract


The goal of this paper is to give a Ulam-Hyers stability result for
Black-Scholes equation, in which the unknown function is the price of a derivative
nancial product. In this case we study the Ulam-Hyers stability with the Green
function.


Full Text:

PDF

Refbacks

  • There are currently no refbacks.