Symmetry analysis of a model for the exercise of a barrier option (Q2513470)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Symmetry analysis of a model for the exercise of a barrier option
scientific article

    Statements

    Symmetry analysis of a model for the exercise of a barrier option (English)
    0 references
    0 references
    28 January 2015
    0 references
    0 references
    Black-Scholes-Merton equation
    0 references
    barrier option
    0 references
    symmetry
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references