Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201): Difference between revisions

@@ Property / author @@
+Q590967
@@ Property / author: Q590967 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 91G50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+Q91
@@ Property / Mathematics Subject Classification ID: 35Q91 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5912779
@@ Property / zbMATH DE Number: 5912779 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial mathematics
@@ Property / zbMATH Keywords: financial mathematics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lie symmetries
@@ Property / zbMATH Keywords: Lie symmetries / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+invariant group solutions
@@ Property / zbMATH Keywords: invariant group solutions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+real options
@@ Property / zbMATH Keywords: real options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+utility pricing
@@ Property / zbMATH Keywords: utility pricing / rank @@
+Normal rank

Revision as of 11:30, 1 July 2023