Lie Group Analysis of Nonlinear Black-Scholes Models (Q4626496)
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scientific article; zbMATH DE number 7030697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lie Group Analysis of Nonlinear Black-Scholes Models |
scientific article; zbMATH DE number 7030697 |
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Lie Group Analysis of Nonlinear Black-Scholes Models (English)
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28 February 2019
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portfolio optimization
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Lie group
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nonlinear PDE
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financial illiquidity
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