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Author

Usaamah Obaidullah

School of Mathematics University of the Witwatersrand, Johannesburg, 2001, South Africa

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33
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7

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1 paper
Open Access Research Article·pp. 1–12·Online FirstMar 2026

Invariant solutions of a European option pricing equation under a continuous-time capital asset pricing model

Usaamah Obaidullah, B. Gwaxa

Published Online: 27 Mar 2026DOI: 10.47974/JIM-2159

In this paper: This work investigates a nonlinear European option pricing equation under a continuous-time Capital Asset Pricing Model. In particular, we determine its point symmetries and thereby find analytical so...

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