An algebraic method for pricing financial instruments on post-crisis market (Q1980755)
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scientific article; zbMATH DE number 7392816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algebraic method for pricing financial instruments on post-crisis market |
scientific article; zbMATH DE number 7392816 |
Statements
An algebraic method for pricing financial instruments on post-crisis market (English)
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8 September 2021
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stochastic partial differential equation
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cubature formula on Wiener space
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post-crisis market
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free Lie algebra
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