Bufalo, Michele; Mininni, Rosa Maria; Romanelli, Silvia A semigroup approach to generalized Black-Scholes type equations in incomplete markets. (English) Zbl 1422.91683 J. Math. Anal. Appl. 477, No. 2, 1195-1223 (2019). MSC: 91G20 47D60 PDF BibTeX XML Cite \textit{M. Bufalo} et al., J. Math. Anal. Appl. 477, No. 2, 1195--1223 (2019; Zbl 1422.91683) Full Text: DOI
Goldstein, Gisèle Ruiz; Goldstein, Jerome A.; Mininni, Rosa Maria; Romanelli, Silvia The semigroup governing the generalized Cox-Ingersoll-Ross equation. (English) Zbl 1341.47051 Adv. Differ. Equ. 21, No. 3-4, 235-264 (2016). MSC: 47D06 35K15 35C15 91G20 PDF BibTeX XML Cite \textit{G. R. Goldstein} et al., Adv. Differ. Equ. 21, No. 3--4, 235--264 (2016; Zbl 1341.47051) Full Text: Euclid
Goldstein, J. A.; Mininni, R. M.; Romanelli, S. A new explicit formula for the solution of the Black-Merton-Scholes equation. (English) Zbl 1145.91346 Sengupta, Ambar N. (ed.) et al., Infinite dimensional stochastic analysis. In honor of Hui-Hsiung Kuo. Several papers based on the presentation at a special session of the American Mathematical Society annual meeting, New Orleans, LA, USA, January 2007. Hackensack, NJ: World Scientific (ISBN 978-981-277-954-0/hbk). QP-PQ: Quantum Probability and White Noise Analysis 22, 226-235 (2008). MSC: 91B28 PDF BibTeX XML Cite \textit{J. A. Goldstein} et al., in: Infinite dimensional stochastic analysis. In honor of Hui-Hsiung Kuo. Several papers based on the presentation at a special session of the American Mathematical Society annual meeting, New Orleans, LA, USA, January 2007. Hackensack, NJ: World Scientific. 226--235 (2008; Zbl 1145.91346)
Goldstein, Jerome A.; Mininni, Rosa Maria; Romanelli, Silvia Markov semigroups and estimating functions, with applications to some financial models. (English) Zbl 1167.47037 Commun. Stoch. Anal. 1, No. 3, 381-391 (2007). Reviewer: Vassilis G. Papanicolaou (Athena) MSC: 47D07 47N10 47N30 60H10 60J10 91B28 PDF BibTeX XML Cite \textit{J. A. Goldstein} et al., Commun. Stoch. Anal. 1, No. 3, 381--391 (2007; Zbl 1167.47037)
Goldstein, Jerome A.; Mininni, Rosa Maria; Romanelli, Silvia Generators of Feller semigroups with coefficients depending on parameters and optimal estimators. (English) Zbl 1152.47032 Discrete Contin. Dyn. Syst., Ser. B 8, No. 2, 511-527 (2007). Reviewer: Qian Minping (Beijing) MSC: 47D07 60J60 62M05 60H10 91B70 PDF BibTeX XML Cite \textit{J. A. Goldstein} et al., Discrete Contin. Dyn. Syst., Ser. B 8, No. 2, 511--527 (2007; Zbl 1152.47032) Full Text: DOI