Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Symmetry analysis of the option pricing model with dividend yield from financial markets
scientific article

    Statements

    Symmetry analysis of the option pricing model with dividend yield from financial markets (English)
    0 references
    0 references
    0 references
    20 January 2011
    0 references
    Black-Scholes model
    0 references
    dividend yield
    0 references
    Lie symmetry
    0 references
    symmetry reduction
    0 references
    explicit solution
    0 references
    0 references
    0 references
    0 references

    Identifiers