Ulam-Hyers stability of Black-Scholes equation

Authors

  • 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.

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Published

2016-11-28

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Section

Articles