LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING (Q3523559)

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scientific article; zbMATH DE number 5320113
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    LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING
    scientific article; zbMATH DE number 5320113

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      LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING (English)
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      3 September 2008
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      contingent claim pricing
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      scale invariance
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      homogeneity
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      partial differential equation
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