A boundary point lemma for Black-Scholes type operators

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We prove a sharp version of the Hopf boundary point lemma for Black-Scholes type equations. We also investigate the existence and the regularity of the spatial derivative of the solutions at the spatial boundary.
10 pages

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Analysis of PDEs, Pricing of Securities, 35K65; 35B50

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http://salesiana.dossiersoluciones.com/handle/123456789/208912

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0509231
 http://arxiv.org/abs/math/0509231
 Comm. Pure Appl. Anal. 5 (2006), 505-514

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arXiv