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scientific article; zbMATH DE number 6862733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6862733 |
Statements
20 April 2018
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nonlinear partial differential equation
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Black-Scholes equation
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Sircar-Papanicolaou model
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pricing options
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group analysis
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invariant solution
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invariant sub-model
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dynamic hedging
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feedback effects of hedging
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