Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics (Q5314503)
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scientific article; zbMATH DE number 2202298
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| English | Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics |
scientific article; zbMATH DE number 2202298 |
Statements
Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics (English)
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5 September 2005
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diffusion equation
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Black-Scholes equation
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Hamilton-Jacobi-Bellman equation
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mean-variance hedging
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Lie point symmetries
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0.8070749640464783
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0.8018714189529419
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0.8010005950927734
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0.7885863184928894
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