Symmetry analysis of a model for the exercise of a barrier option (Q2513470)
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scientific article; zbMATH DE number 6391733
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| English | Symmetry analysis of a model for the exercise of a barrier option |
scientific article; zbMATH DE number 6391733 |
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Symmetry analysis of a model for the exercise of a barrier option (English)
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28 January 2015
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Black-Scholes-Merton equation
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barrier option
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symmetry
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0.7856931090354919
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0.7773122787475586
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0.7676042318344116
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0.7672373056411743
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0.7664168477058411
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