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We give new conditions for the existence and uniqueness of the value of a European option by using semigroup theory. For this, we choose a suitable space that verifies some conditions, what allows us that the operator that appears in the Cauchy problem is the infinitesimal generator of a \\(C_{0}\\)-semigroup \\(T (t)\\). Then we are able to guarantee the existence and uniqueness of the value of a European option and we also achieve an explicit expression of that 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