Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201): Difference between revisions
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| Property / DOI: 10.1016/J.NONRWA.2011.02.015 / rank | |||
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Latest revision as of 21:05, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving a nonlinear PDE that prices real options using utility based pricing methods |
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Solving a nonlinear PDE that prices real options using utility based pricing methods (English)
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24 June 2011
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financial mathematics
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Lie symmetries
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invariant group solutions
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real options
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utility pricing
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