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The Market Value of UK Dividends From Shares With Differing Entitlements

✍ Scribed by Seth Armitage; Lynn Hodgkinson; Graham Partington


Book ID
110751369
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
177 KB
Volume
33
Category
Article
ISSN
0306-686X

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Symmetry analysis of the option pricing
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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