Corrigendum and improvement to “Chaotic solution for the Black-Scholes equation”
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- by Hassan Emamirad, Gisèle Ruiz Goldstein and Jerome A. Goldstein PDF
- Proc. Amer. Math. Soc. 142 (2014), 4385-4386 Request permission
Abstract:
We correct an error and improve the main result in our paper Chaotic solution for the Black-Scholes equation, Proc. Amer. Math. Soc. 140 (2012), no. 6, 2043–2052.References
Additional Information
- Hassan Emamirad
- Affiliation: Laboratoire de Mathématiques, Université de Poitiers, teleport 2, BP 179, 86960 Chassneuil du Poitou, Cedex, France
- Email: emamirad@math.univ-poitiers.fr
- Gisèle Ruiz Goldstein
- Affiliation: Department of Mathematical Sciences, The University of Memphis, Memphis, Tennessee 38152
- MR Author ID: 333750
- Email: ggoldste@memphis.edu
- Jerome A. Goldstein
- Affiliation: Department of Mathematical Sciences, The University of Memphis, Memphis, Tennessee 38152
- MR Author ID: 74805
- Email: jgoldste@memphis.edu
- Received by editor(s): December 10, 2012
- Published electronically: July 21, 2014
- Additional Notes: This research was in part supported by a grant from IPM #91470221
- Communicated by: Thomas Schlumprecht
- © Copyright 2014 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 142 (2014), 4385-4386
- MSC (2010): Primary 47D06, 91B28
- DOI: https://doi.org/10.1090/S0002-9939-2014-12135-6
- MathSciNet review: 3267006