On the generation of arbitrage-free stock price models using Lie symmetry analysis (Q516692)
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scientific article; zbMATH DE number 6694940
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| English | On the generation of arbitrage-free stock price models using Lie symmetry analysis |
scientific article; zbMATH DE number 6694940 |
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On the generation of arbitrage-free stock price models using Lie symmetry analysis (English)
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15 March 2017
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Lie symmetries
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invariant solutions
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arbitrage-free
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Black-Scholes formula
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European call option
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0.8612759709358215
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0.7759193181991577
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0.7535347938537598
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0.7477783560752869
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