Burgers and Black-Merton-Scholes equations with real time variable and complex spatial variable Article

Gal, Ciprian G, Gal, Sorin G, Goldstein, Jerome A. (2013). Burgers and Black-Merton-Scholes equations with real time variable and complex spatial variable . APPLICABLE ANALYSIS, 92(8), 1766-1786. 10.1080/00036811.2012.699044

International Collaboration

keywords

  • Black-Merton-Scholes equation
  • Burgers equation
  • DIVERGENT SOLUTIONS
  • HEAT-EQUATION
  • Mathematics
  • Mathematics, Applied
  • Physical Sciences
  • Science & Technology
  • complex singular integrals
  • complex spatial variables
  • partial differential equations
  • semigroups of linear operators

Digital Object Identifier (DOI)

publisher

  • TAYLOR & FRANCIS LTD

start page

  • 1766

end page

  • 1786

volume

  • 92

issue

  • 8