Exact solutions via invariant approach for Black-Scholes...

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Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters

Naz, Rehana, Johnpillai, Andrew Gratien
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Language:
english
Journal:
Mathematical Methods in the Applied Sciences
DOI:
10.1002/mma.4903
Date:
April, 2018
File:
PDF, 242 KB
english, 2018
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