Suppose (V=Lambda_{1}(t) Lambda_{2}(S)). Find the most general solution of the Black-Scholes equation.

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Suppose $V=\Lambda_{1}(t) \Lambda_{2}(S)$. Find the most general solution of the Black-Scholes equation.

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Quantitative Finance

ISBN: 9781118629956

1st Edition

Authors: Maria Cristina Mariani, Ionut Florescu

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Question Posted: Apr 20, 2024 05:57 AM

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Suppose (V=Lambda_{1}(t) Lambda_{2}(S)). Find the most general solution of the Black-Scholes equation.

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To find the most general solution of the BlackScholes equation we can use the method of separation o...View the full answer

Quantitative Finance

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