Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach (Q4646465)
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scientific article; zbMATH DE number 7001010
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| English | Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach |
scientific article; zbMATH DE number 7001010 |
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Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach (English)
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14 January 2019
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pricing of financial derivatives
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Lie-algebraic technique
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Wei-Norman theorem
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0.9166123867034912
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0.868049681186676
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0.8646438717842102
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0.8125357627868652
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0.7611268162727356
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