Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions |
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Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (English)
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12 December 2012
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illiquid market
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nonlinearity
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explicit solutions
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Lie group analysis
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