scientific article; zbMATH DE number 6862733
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Publication:4636915
zbMath1399.35020MaRDI QIDQ4636915
Mikhail M. Dyshaev, Vladimir Evgenyevich Fedorov
Publication date: 20 April 2018
Full work available at URL: http://mathnet.ru/eng/svfu/v23/i1/p28
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
group analysisnonlinear partial differential equationBlack-Scholes equationdynamic hedginginvariant solutionpricing optionsfeedback effects of hedginginvariant sub-modelSircar-Papanicolaou model
Microeconomic theory (price theory and economic markets) (91B24) Invariance and symmetry properties for PDEs on manifolds (58J70) Geometric theory, characteristics, transformations in context of PDEs (35A30)
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