Introducing and solving generalized black-scholes pdes through the use of functional calculus

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• who: Jesu00fas Oliva-Maza from the Mathematics Subject Classification: , , Keyword Bisectorial-like operators, Sectorial operators, Functional calculus, Holomorphic semigroups, Riemann-Liouville space-fractional derivative, Weyl space-fractional derivative, Generalized Black-Scholes equationsThis work has been done when the was visiting the Department of Mathematical Sciences at George Mason University in Fairfax, Virginia. He is grateful for the financial aid of Warma`s AFOSR research grant. The work of J. Oliva-Maza is partially supported by Project PID2019- GB-, of the MICINN, and by BES-2017-081552, MINECO, Spain and FSE. The work of M. Warma is partially . . .
  

   

  

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