Group classification for a class of non-linear models of the RAPM type (Q2211989)

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scientific article; zbMATH DE number 7274879
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    Group classification for a class of non-linear models of the RAPM type
    scientific article; zbMATH DE number 7274879

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      Group classification for a class of non-linear models of the RAPM type (English)
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      17 November 2020
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      pricing options
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      nonlinear Black-Scholes type equation
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      Lie group analysis
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      group classification
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