Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q539089 |
Changed an Item |
||
| Property / author | |||
| Property / author: Ljudmila A. Bordag / rank | |||
Normal rank | |||
Revision as of 17:56, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions |
scientific article |
Statements
Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (English)
0 references
12 December 2012
0 references
illiquid market
0 references
nonlinearity
0 references
explicit solutions
0 references
Lie group analysis
0 references
