Lie symmetry analysis of a first-order feedback model of option pricing
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Publication:277917
DOI10.1155/2015/361785zbMath1341.35168WikidataQ59102467 ScholiaQ59102467MaRDI QIDQ277917
Winter Sinkala, Tembinkosi F. Nkalashe
Publication date: 2 May 2016
Published in: Advances in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/361785
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
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