Algebraic structure of vector fields in financial diffusion models and its applications (Q4555127)
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scientific article; zbMATH DE number 6981245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algebraic structure of vector fields in financial diffusion models and its applications |
scientific article; zbMATH DE number 6981245 |
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Algebraic structure of vector fields in financial diffusion models and its applications (English)
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19 November 2018
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computational finance
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option pricing
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Lie algebra
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SABR model
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Heston model
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