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? Discuss.

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Derivatives Markets

ISBN: 978-0321543080

4th edition

Authors: Rober L. Macdonald

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Question Posted: Dec 18, 2015 05:15 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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If V S t e r T t then the ...View the full answer

Derivatives Markets

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