Solutions of a class of partial differential equations with application to the Black-Scholes equation (Q544093)
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scientific article; zbMATH DE number 5907632
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| English | Solutions of a class of partial differential equations with application to the Black-Scholes equation |
scientific article; zbMATH DE number 5907632 |
Statements
Solutions of a class of partial differential equations with application to the Black-Scholes equation (English)
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14 June 2011
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Black-Scholes equation
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partial differential equations
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option pricing
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