Spectral approximation of infinite-dimensional Black-Scholes equations with memory.
Chang, Mou-Hsiung ; Youree, Roger K.
Journal of Applied Mathematics and Stochastic Analysis, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/782572
EUDML-ID : urn:eudml:doc:232576 
@article{05701574,
     title = {Spectral approximation of infinite-dimensional Black-Scholes equations with memory.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/782572},
     zbl = {1192.91175},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05701574}
}

Chang, Mou-Hsiung; Youree, Roger K. Spectral approximation of infinite-dimensional Black-Scholes equations with memory.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2009 (2009) . doi : 10.1155/2009/782572. http://gdmltest.u-ga.fr/item/05701574/