New analytical option pricing models with Weyl--Titchmarsh theory
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Quantitative Finance.
Volume (Year): 12 (2012)
Issue (Month): 7 (June)
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Web page: http://www.tandfonline.com/RQUF20
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- Wenqing Bao & ChunLi Chen & Jin E. Zhang, 2013. "Option Pricing with Lie Symmetry Analysis and Similarity Reduction Method," Papers 1311.4074, arXiv.org.
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