Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366): Difference between revisions
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scientific article
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English | Study of the risk-adjusted pricing methodology model with methods of geometrical analysis |
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Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (English)
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3 January 2012
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transaction costs
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invariant reductions
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exact solutions
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singular perturbation
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Lie group analysis
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Black-Scholes equations
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