Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201): Difference between revisions

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Revision as of 04:50, 4 July 2024

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Solving a nonlinear PDE that prices real options using utility based pricing methods
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    Solving a nonlinear PDE that prices real options using utility based pricing methods (English)
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    24 June 2011
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    financial mathematics
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    Lie symmetries
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    invariant group solutions
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    real options
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    utility pricing
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