Lie symmetry methods for local volatility models (Q2175338)
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scientific article; zbMATH DE number 7194640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lie symmetry methods for local volatility models |
scientific article; zbMATH DE number 7194640 |
Statements
Lie symmetry methods for local volatility models (English)
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29 April 2020
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Lie symmetries
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fundamental solution
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PDEs
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local volatility models
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normal quadratic volatility model
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hitting times
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0.8030166029930115
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0.7813056707382202
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0.7776136994361877
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0.7762137055397034
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0.7754088044166565
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