Lie symmetry methods for local volatility models

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Publication:2175338

DOI10.1016/j.spa.2019.10.009zbMath1444.60063OpenAlexW3021653376WikidataQ126864898 ScholiaQ126864898MaRDI QIDQ2175338

Martino Grasselli, Mark Craddock

Publication date: 29 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://www.uts.edu.au/sites/default/files/QFR-rp377.pdf




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