Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
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Publication:525145
DOI10.1007/s10665-012-9595-4zbMath1360.91160OpenAlexW2000743616MaRDI QIDQ525145
Publication date: 28 April 2017
Published in: Journal of Engineering Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10665-012-9595-4
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Geometric theory, characteristics, transformations in context of PDEs (35A30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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Cites Work
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