Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach (Q4646465)
From MaRDI portal
scientific article; zbMATH DE number 7001010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach |
scientific article; zbMATH DE number 7001010 |
Statements
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach (English)
0 references
14 January 2019
0 references
pricing of financial derivatives
0 references
Lie-algebraic technique
0 references
Wei-Norman theorem
0 references
