LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS (Q3523560): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS |
scientific article |
Statements
LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS (English)
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3 September 2008
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contingent claim pricing
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scale invariance
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homogeneity
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partial differential equation
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