Invariant solutions for nonlinear models of illiquid markets (Q4614489)
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scientific article; zbMATH DE number 7008951
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant solutions for nonlinear models of illiquid markets |
scientific article; zbMATH DE number 7008951 |
Statements
Invariant solutions for nonlinear models of illiquid markets (English)
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31 January 2019
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feedback effects of hedging
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group classification
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Lie group and algebra methods
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nonlinear Black-Scholes equations
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nonlinear parabolic equations
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option pricing
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symmetry analysis
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