A boundary point lemma for Black-Scholes type operators

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dc.creatorEkström, Erik
dc.creatorTysk, Johan
dc.date2005-09-10
dc.date.accessioned2026-07-07T12:07:16Z
dc.date.available2026-07-07T12:07:16Z
dc.descriptionWe 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.
dc.description10 pages
dc.identifierhttps://arxiv.org/abs/math/0509231
dc.identifierhttp://arxiv.org/abs/math/0509231
dc.identifierComm. Pure Appl. Anal. 5 (2006), 505-514
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208912
dc.subjectAnalysis of PDEs
dc.subjectPricing of Securities
dc.subject35K65; 35B50
dc.titleA boundary point lemma for Black-Scholes type operators
dc.typetext

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