Solutions of a class of partial differential equations with application to the Black–Scholes equation

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摘要

In this paper we shall derive the solutions of a class of partial differential equations and its application to the Black–Scholes equation.

论文关键词：Black–Scholes equation,Partial differential equations,Option pricing

论文评审过程：Available online 4 March 2011.

论文官网地址：https://doi.org/10.1016/j.amc.2011.02.112