Browsing "Faculty of Applied Sciences" by Subject Black-Scholes -Merton equation

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Issue DateTitleAuthor(s)
3-May-2016Lie symmetry analysis of the Black-Scholes-Merton Model for European options with stochastic volatilityPaliathanasis, Andronikos ; Krishnakumar, K. ; Tamizhmani, K. M. ; Leach, P. G. L.