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Symmetry-based solution of a model for a combination of a risky investment and a riskless investment

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Cited by

2013Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition16 cited
2010Algebraic solution of the Stein–Stein model for stochastic volatility15 cited

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2011

Symmetry analysis of a model of stochastic volatility with time-dependent parameters

15 cited

2007Algebraic properties of evolution partial differential equations modelling prices of commodities15 cited