Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201)
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scientific article; zbMATH DE number 5912779
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| English | Solving a nonlinear PDE that prices real options using utility based pricing methods |
scientific article; zbMATH DE number 5912779 |
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Solving a nonlinear PDE that prices real options using utility based pricing methods (English)
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24 June 2011
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financial mathematics
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Lie symmetries
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invariant group solutions
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real options
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utility pricing
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0.8971531
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0.89474314
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0.89372784
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0.89157367
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0.88819504
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0.8873713
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0.8847264
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0.88420016
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0.88303524
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