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scientific article; zbMATH DE number 6862733
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scientific article; zbMATH DE number 6862733

    Statements

    publication date
    20 April 2018
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    zbMATH Keywords
    nonlinear partial differential equation
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    Black-Scholes equation
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    Sircar-Papanicolaou model
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    pricing options
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    group analysis
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    invariant solution
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    invariant sub-model
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    dynamic hedging
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    feedback effects of hedging
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    Identifiers

    Mathematics Subject Classification ID
    35A30
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    91B24
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    58J70
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    zbMATH DE Number
    6862733
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