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Non-linearized approximation methods for one-dimensional dynamical systems with an application to a pricing model of commodity

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Publication:5497779
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zbMATH Open1313.37074MaRDI QIDQ5497779FDOQ5497779

Cuncai Hua, Xiangyun Wu

Publication date: 11 February 2015





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zbMATH Keywords

dynamical systemnon-linearized approximationpricing model of commodity


Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Approximation methods and numerical treatment of dynamical systems (37M99)



Cited In (1)

  • Closed-form solutions via the invariant approach for one-factor commodity models





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