Erratum to: ``The application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
DOI10.1007/S10665-014-9772-8zbMATH Open1398.91696OpenAlexW2008373627MaRDI QIDQ1990256FDOQ1990256
Authors: Yanyan Li
Publication date: 25 October 2018
Published in: Journal of Engineering Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10665-014-9772-8
Recommendations
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
- Symmetries of the Black-Scholes-Merton equation for European options
- Erratum: “Random Lie-point symmetries of stochastic differential equations” [J. Math. Phys. 58, 053503 (2017)]
- Lie symmetries and certain equations of financial mathematics
- Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Heat equation (35K05) Financial applications of other theories (91G80)
Cites Work
Cited In (1)
This page was built for publication: Erratum to: ``The application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1990256)