Verify that equation (21.12) satisfies the Black-Scholes equation. What is the boundary condition for which this is

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Verify that equation (21.12) satisfies the Black-Scholes equation. What is the boundary condition for which this is a solution?

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:53 AM

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Verify that equation (21.12) satisfies the Black-Scholes equation. What is the boundary condition for which this is

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Derivatives Markets

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