×

Corrigendum and improvement to: “Chaotic solution for the Black-Scholes equation”. (English) Zbl 1304.47083

Summary: We correct an error and improve the main result in our paper [ibid. 140, No. 6, 2043–2052 (2012; Zbl 1238.47051)].

MSC:

47N10 Applications of operator theory in optimization, convex analysis, mathematical programming, economics
47D06 One-parameter semigroups and linear evolution equations
91G80 Financial applications of other theories

Citations:

Zbl 1238.47051
PDFBibTeX XMLCite
Full Text: DOI