Invariant approaches to equations of finance

DOI10.3390/mca18030244zbMath1390.91305MaRDI QIDQ1649232

Y. Aharonov

Publication date: 5 July 2018

Published in: Mathematical \& Computational Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/mca18030244

Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

35A30: Geometric theory, characteristics, transformations in context of PDEs

35K10: Second-order parabolic equations

35Q91: PDEs in connection with game theory, economics, social and behavioral sciences