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机译:Algebraic solutions for pricing American put options under the constant elasticity of variance (CEV) model: Application of the Lie group approach
Natl Univ Sci & Technol;
King Fahd Univ Petr & Minerals||King Fahd Univ Petr & Minerals;
Group invariant solutions; Lie group theory; American put option; CEV model; Black-Scholes equation;