General properties of solutions to inhomogeneous Black–Scholes equations with discontinuous maturity payoffs
Authors:
- Hyong-Chol OHOHyong-Chol O
- Jong-Jun JoJJJong-Jun Jo
- Ji-Sok KimJKJi-Sok Kim
- 1 February 2016
- journal article
- Published by Elsevier in Journal of Differential Equations
- Vol. 260 (4) , 3151-3172
Abstract
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