Ulam-Hyers stability of Black-Scholes equation
Dedicated to Professor Ioan A. Rus on the occasion of his 80th anniversary
Keywords:
Black-Scholes equation, Ulam-Hyers stability, generalized Ulam-Hyers stability, derivative financial product, Green function.Abstract
The goal of this paper is to give a Ulam-Hyers stability result for Black-Scholes equation, in which the unknown function is the price of a derivative financial product. Our approach is based on Green function.
Mathematics Subject Classification (2010): 35L70, 45H10, 47H10.
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