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Property / DOI: 10.1016/j.aml.2010.10.046 / rank
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Latest revision as of 05:07, 9 December 2024

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Symmetry analysis of the option pricing model with dividend yield from financial markets
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    Symmetry analysis of the option pricing model with dividend yield from financial markets (English)
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    20 January 2011
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    Black-Scholes model
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    dividend yield
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    Lie symmetry
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    symmetry reduction
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    explicit solution
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