New analytical option pricing models with Weyl--Titchmarsh theory
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- Bustamante, M. & Contreras, M., 2016. "Multi-asset Black–Scholes model as a variable second class constrained dynamical system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 540-572.
- 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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