Group classification for a general nonlinear model of option pricing (Q4581430)
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scientific article; zbMATH DE number 6920152
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| default for all languages | No label defined |
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| English | Group classification for a general nonlinear model of option pricing |
scientific article; zbMATH DE number 6920152 |
Statements
GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (English)
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17 August 2018
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nonlinear partial differential equation
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group analysis
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group of equivalency transformations
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group classiffcation
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nonlinear Black-Scholes equation
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pricing options
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dynamic hedging
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feedback effects of hedging
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0.8731730580329895
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0.8518010973930359
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0.8324337005615234
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0.8260273337364197
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