Invariant solutions of the Guéant-Pu model of options pricing and hedging (Q5153882)
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scientific article; zbMATH DE number 7405403
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| English | Invariant solutions of the Guéant-Pu model of options pricing and hedging |
scientific article; zbMATH DE number 7405403 |
Statements
Invariant solutionsof the Gu´eant - Pu model of options pricing and hedging (English)
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1 October 2021
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options pricing
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hedging
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Black-Scholes type equation
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Guéant-Pu model
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Lie algebra
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invariant solution
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0.8639510273933411
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0.8212487101554871
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0.8153129816055298
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0.7967853546142578
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0.7902801036834717
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