Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters
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Publication:4581083
Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Geometric theory, characteristics, transformations in context of PDEs (35A30) Second-order parabolic equations (35K10) Financial applications of other theories (91G80)
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