Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482): Difference between revisions

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Algebraic solution of the Stein-Stein model for stochastic volatility
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    Algebraic solution of the Stein-Stein model for stochastic volatility (English)
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    23 September 2011
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    symmetry analysis
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    similarity solutions
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    stochastic processes
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    nonlinear evolution equations
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