Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (Q694335)
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scientific article; zbMATH DE number 6115119
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| English | Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions |
scientific article; zbMATH DE number 6115119 |
Statements
Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions (English)
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12 December 2012
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illiquid market
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nonlinearity
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explicit solutions
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Lie group analysis
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0.8517778515815735
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0.840350866317749
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0.8349817395210266
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0.8311588168144226
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