Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366)

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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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