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New analytical option pricing models with Weyl--Titchmarsh theory

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  • Jin E. Zhang
  • Yishen Li

Abstract

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Suggested Citation

  • Jin E. Zhang & Yishen Li, 2012. "New analytical option pricing models with Weyl--Titchmarsh theory," Quantitative Finance, Taylor & Francis Journals, vol. 12(7), pages 1003-1010, June.
  • Handle: RePEc:taf:quantf:v:12:y:2012:i:7:p:1003-1010
    DOI: 10.1080/14697688.2010.503659
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    File URL: http://hdl.handle.net/10.1080/14697688.2010.503659
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    Cited by:

    1. Bustamante, M. & Contreras, M., 2016. "Multi-asset BlackÔÇôScholes model as a variable second class constrained dynamical system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 540-572.
    2. 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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