On Black-Scholes equation; method of heir-equations, nonlinear self-adjointness and conservation laws (Q2412115)
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English | On Black-Scholes equation; method of heir-equations, nonlinear self-adjointness and conservation laws |
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On Black-Scholes equation; method of heir-equations, nonlinear self-adjointness and conservation laws (English)
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25 October 2017
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Black-Scholes equation
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Heir-equation
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nonclassical symmetry
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nonlinear self-adjointness
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conservation law
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