Title

Controllabilty and stability analysis on a group associated with Black-Scholes equation

Journal title

Archives of Control Sciences

Yearbook

2020

Volume

vol. 30

Issue

No 3

Authors

Tiwari, Archana ; Bhattacharyya, Debanjana ; Pati, K.C.

Keywords

Black-Scholes equation ; Schrödinger equation ; Lie group ; optimal control ; stability ; numerical integration

Divisions of PAS

Nauki Techniczne

Coverage

553–573

Publisher

Committee of Automatic Control and Robotics PAS

Date

2020.09.30

Type

Article

Identifier

DOI: 10.24425/acs.2020.134677

Source

Archives of Control Sciences; 2020; vol. 30; No 3; 553–573