Lie theory: Applications to problems in mathematical finance and economics (Q1004433)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lie theory: Applications to problems in mathematical finance and economics |
scientific article; zbMATH DE number 5527455
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lie theory: Applications to problems in mathematical finance and economics |
scientific article; zbMATH DE number 5527455 |
Statements
Lie theory: Applications to problems in mathematical finance and economics (English)
0 references
10 March 2009
0 references
The paper is devoted to show some applications of Lie Theory to problems arising in Mathematical Finance: the use of Lie groups of partial differential equations to multidimensional screening problems, the study of certain nonlinear PDE arising in Mathematical Finance, and the study of changes in a technology over the time. The paper also introduces some advances on the concept of holotheticity and present some open problems for future research.
0 references
mathematical finance
0 references
multidimensional screening problem
0 references
technical progress
0 references
holotheticity, Lie algebras, Lie groups
0 references
0 references
0 references
0 references
0 references
0.7764887809753418
0 references
0.7735153436660767
0 references
0.7539415955543518
0 references
0.7420825362205505
0 references
