Lie symmetry methods for local volatility models (Q2175338): Difference between revisions
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Revision as of 02:23, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lie symmetry methods for local volatility models |
scientific article |
Statements
Lie symmetry methods for local volatility models (English)
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29 April 2020
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Lie symmetries
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fundamental solution
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PDEs
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local volatility models
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normal quadratic volatility model
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hitting times
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