CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5064493
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS |
scientific article; zbMATH DE number 5064493 |
Statements
CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (English)
0 references
16 October 2006
0 references
Fokker-Planck equations
0 references
Lie groups
0 references
option pricing
0 references
symmetry analysis
0 references
Black-Scholes equation
0 references
fundamental solutions
0 references
0 references
0 references
0.89745533
0 references
0.8807828
0 references
0.87941235
0 references
0.8610779
0 references
0.85916865
0 references
0.85542107
0 references
0.8547722
0 references
0 references
