EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (Q3444860)

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EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
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    EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (English)
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    5 June 2007
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    Black-Scholes model
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    illiquidity
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    nonlinearity
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    explicit solutions
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    nonlinear Black-Scholes equation
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