Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366)
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scientific article
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| English | 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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0.8130316734313965
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0.7902801036834717
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0.7668223977088928
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0.7654792666435242
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0.7610200047492981
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