On valuation of derivative securities: A Lie group analytical approach. (Q954574): Difference between revisions
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Latest revision as of 19:58, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On valuation of derivative securities: A Lie group analytical approach. |
scientific article |
Statements
On valuation of derivative securities: A Lie group analytical approach. (English)
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24 November 2008
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Lie groups
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infinitesimal transformations
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pricing of derivative securities
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Bessel equations
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