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Lie group analysis of exotic options.
Exotic options are derivatives which have features that makes them more complex than vanilla traded products. Thus, finding their fair value is not always an easy task. We look at a particularExpand
Group analysis of equations arising in embedding theory.
Embedding theories are concerned with the embedding of a lower dimensional manifold (dim = n, say) into a higher dimensional one (usually dim = n+1, but not necessarily so). We are concerned with theExpand
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