Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: LIE / rank | |||
Normal rank | |||
Revision as of 00:59, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving a nonlinear PDE that prices real options using utility based pricing methods |
scientific article |
Statements
Solving a nonlinear PDE that prices real options using utility based pricing methods (English)
0 references
24 June 2011
0 references
financial mathematics
0 references
Lie symmetries
0 references
invariant group solutions
0 references
real options
0 references
utility pricing
0 references
