Erratum to: ``The application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition

DOI10.1007/S10665-014-9772-8MaRDI QIDQ1990256zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

financial mathematicsLie symmetriesevolution partial differential equations

Mathematics Subject Classification ID

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)

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Cites work

• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition

Cited in

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• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition

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