Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach (Q4646465): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/713665552 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3124360094 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 19:54, 19 March 2024
scientific article; zbMATH DE number 7001010
Language | Label | Description | Also known as |
---|---|---|---|
English | Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach |
scientific article; zbMATH DE number 7001010 |
Statements
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach (English)
0 references
14 January 2019
0 references
pricing of financial derivatives
0 references
Lie-algebraic technique
0 references
Wei-Norman theorem
0 references