Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091): Difference between revisions
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Revision as of 15:07, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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