Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335): Difference between revisions

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Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions
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    Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (English)
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    12 December 2012
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    illiquid market
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    nonlinearity
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    explicit solutions
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    Lie group analysis
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