On the parametric interest of the Black-Scholes equation (Q5401019)
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scientific article; zbMATH DE number 6268963
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| English | On the parametric interest of the Black-Scholes equation |
scientific article; zbMATH DE number 6268963 |
Statements
12 March 2014
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parametric interest
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Black-Scholes equation
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Dirac delta distribution
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weak and strong solution
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interest rate and volatility
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0.9225491285324096
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0.7776986956596375
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