The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) |
scientific article |
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The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (English)
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5 October 2020
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Black-Scholes equation
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asymptotic behavior
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volatility
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0.90486395
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0.8850049
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0.8849155
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0.87651825
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0.8760506
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0.8750982
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0.87237054
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