Starting from the approximations for u and v, check that in the limit t 0 we recover

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Starting from the approximations for u and v, check that in the limit δt →0 we recover the Black–Scholes equation.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:50 AM

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Starting from the approximations for u and v, check that in the limit t 0 we recover

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Introduces Quantitative Finance

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