A boundary point lemma for Black-Scholes type operators

被引：0
|
作者：
Ekström, E
Tysk, J
机构：
[1] Univ Manchester, Sch Math, Manchester M60 1QD, Lancs, England
[2] Uppsala Univ, Dept Math, SE-75106 Uppsala, Sweden
来源：
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS | 2006年 / 5卷 / 03期
关键词：
Hopf boundary point lemma; parabolic equations; degenerate equations; Black-Scholes equation;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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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页码：505 / 514
页数：10
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