Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015)

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scientific article; zbMATH DE number 5839400
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    Symmetry analysis of the option pricing model with dividend yield from financial markets
    scientific article; zbMATH DE number 5839400

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      Symmetry analysis of the option pricing model with dividend yield from financial markets (English)
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      20 January 2011
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      Black-Scholes model
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      dividend yield
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      Lie symmetry
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      symmetry reduction
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      explicit solution
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