LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING (Q3523559)

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LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING
scientific article

    Statements

    title
    LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING (English)
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    author
    C. D. D. Neumann
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    Jiri K. Hoogland
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    publication date
    3 September 2008
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    zbMATH Keywords
    contingent claim pricing
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    scale invariance
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    homogeneity
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    partial differential equation
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    Identifiers

    zbMATH DE Number
    5320113
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    arXiv ID
    cond-mat/9906048
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