A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (Q501780)
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scientific article; zbMATH DE number 6673124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model |
scientific article; zbMATH DE number 6673124 |
Statements
A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (English)
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10 January 2017
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Lie algebra
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Black-Scholes equation
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differential equations
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Lie symmetries
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diffeomorphisms
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0.8782617
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0.87724274
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0.87391436
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0.8736344
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0.8725414
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0.8716003
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0.8710056
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0.8666889
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