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Group classification for a class of non-linear models of the RAPM type - MaRDI portal

Group classification for a class of non-linear models of the RAPM type (Q2211989)

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Group classification for a class of non-linear models of the RAPM type
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    Group classification for a class of non-linear models of the RAPM type (English)
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    17 November 2020
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    pricing options
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    nonlinear Black-Scholes type equation
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    Lie group analysis
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    group classification
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