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    GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING by Vladimir E. Fedorov, Mikhail M. Dyshaev

    Published 2016-11-01
    Subjects: “…Nonlinear partial differential equation, Group analysis, Group of equivalency transformations, Group classification, Nonlinear Black–Scholes equation, Option pricing, Dynamic hedging, Feedback effects of hedging…”
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    Article