Harnack Inequality and No-Arbitrage Analysis

被引：4
|
作者：
Tang, Wanxiao [1 ]
Zhou, Fanchao [1 ]
Zhao, Peibiao [1 ]
机构：
[1] Nanjing Univ Sci & Technol, Dept Math, Nanjing 210094, Jiangsu, Peoples R China
来源：
SYMMETRY-BASEL | 2018年 / 10卷 / 10期
基金：
中国国家自然科学基金;
关键词：
Harnack inequality; fundamental solution; no arbitrage; EQUATIONS;
D O I：
10.3390/sym10100517
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
The present paper attains a Harnack inequality for the option pricing (or Kolmogorov) equation with gradient estimate arguments. We then perform a no-arbitrage analysis of a financial market.
引用
收藏
页数：10
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