General solution of the Black-Scholes boundary-value problem (Q2153203)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General solution of the Black-Scholes boundary-value problem |
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General solution of the Black-Scholes boundary-value problem (English)
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1 July 2022
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Black-Scholes formula
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European option
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Black-Scholes partial differential equation
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Hermite polynomials
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