Lie theory: Applications to problems in mathematical finance and economics (Q1004433)
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scientific article; zbMATH DE number 5527455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lie theory: Applications to problems in mathematical finance and economics |
scientific article; zbMATH DE number 5527455 |
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Lie theory: Applications to problems in mathematical finance and economics (English)
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10 March 2009
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The paper is devoted to show some applications of Lie Theory to problems arising in Mathematical Finance: the use of Lie groups of partial differential equations to multidimensional screening problems, the study of certain nonlinear PDE arising in Mathematical Finance, and the study of changes in a technology over the time. The paper also introduces some advances on the concept of holotheticity and present some open problems for future research.
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mathematical finance
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multidimensional screening problem
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technical progress
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holotheticity, Lie algebras, Lie groups
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