=+22. Using PDE techniques (without using any probabilistic argument), find the solution of the Cauchy problem (18.42)(18.43)

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=+22. Using PDE techniques (without using any probabilistic argument), find the solution of the Cauchy problem (18.42)–(18.43) with f(x) = (x − K)+

and thus confirm (18.44).

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Introductory Course On Financial Mathematics

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Authors: M V Tretyakov

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=+22. Using PDE techniques (without using any probabilistic argument), find the solution of the Cauchy problem (18.42)(18.43) with f(x) = (x K)+ and thus confirm (18.44).
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=+22. Using PDE techniques (without using any probabilistic argument), find the solution of the Cauchy problem (18.42)(18.43)

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Introductory Course On Financial Mathematics

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