Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach (Q4646465): Difference between revisions
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Revision as of 17:44, 5 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)
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14 January 2019
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pricing of financial derivatives
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Lie-algebraic technique
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Wei-Norman theorem
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