%0 Journal Article
%T The Black-Scholes equation and its relation with semigroups of operators
%A O. Gonzalez-Gaxiola
%J Applied Mathematical Sciences
%D 2013
%I 
%X This paper gives a connection between the theory of semigroups ofoperators (functional analysis) and mathematical finance through theBlack-Scholes equation. Besides using this theory obtain the solution ofthis equation via the infinitesimal generator of a group of evolution.
%K Black-Scholes equation
%K Chapman-Kolmogorov equation
%K Semigroups of operators
%K Infinitesimal generator
%U http://www.m-hikari.com/ams/ams-2013/ams-13-16-2013/gaxiolaAMS13-16-2013.pdf