Lie symmetry methods for local volatility models (Q2175338)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lie symmetry methods for local volatility models |
scientific article |
Statements
Lie symmetry methods for local volatility models (English)
0 references
29 April 2020
0 references
Lie symmetries
0 references
fundamental solution
0 references
PDEs
0 references
local volatility models
0 references
normal quadratic volatility model
0 references
hitting times
0 references
0 references
0 references
0 references
0 references
