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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