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The Dividend Pricing Model: New Evidence from the Korean Housing Market

✍ Scribed by Min Hwang; John M. Quigley; Jae-young Son


Book ID
106513745
Publisher
Springer US
Year
2006
Tongue
English
Weight
612 KB
Volume
32
Category
Article
ISSN
0895-5638

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Symmetry analysis of the option pricing
✍ Yifang Liu; Deng-Shan Wang πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 269 KB

In this work, the option pricing Black-Scholes model with dividend yield is investigated via Lie symmetry analysis. As a result, the complete Lie symmetry group and infinitesimal generators of the one-dimensional Black-Scholes equation are derived. On the basis of these infinitesimal generators, the