A boundary point lemma for Black-Scholes type operators
classification
🧮 math.AP
q-fin.PR
keywords
boundaryblack-scholeslemmapointspatialtypederivativeequations
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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.
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