Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091): Difference between revisions

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Latest revision as of 03:09, 4 July 2024

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Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions
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    Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (English)
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    27 May 2011
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    option pricing
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    invariant reductions
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    marginal utility function
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    complete set of reductions
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    Lie group analysis
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