Construction of Green's functions for the Black-Scholes equation (Q5445644)
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scientific article; zbMATH DE number 5243101
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| English | Construction of Green's functions for the Black-Scholes equation |
scientific article; zbMATH DE number 5243101 |
Statements
5 March 2008
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Black-Scholes equation
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Green's function
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terminal-boundary value problems
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integral Laplace transform
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0.818435788154602
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0.7780457139015198
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0.769398033618927
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