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Option pricing: the reduced-form SDE model - MaRDI portal

Option pricing: the reduced-form SDE model (Q5072126)

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scientific article; zbMATH DE number 7513898
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English
Option pricing: the reduced-form SDE model
scientific article; zbMATH DE number 7513898

    Statements

    title
    Option pricing: the reduced-form SDE model (English)
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    author
    G. S. Rukanda
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    Keshlan S. Govinder
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    John G. O'Hara
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    publication date
    25 April 2022
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    zbMATH Keywords
    reduced-form SDE model
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    Lie algebras
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    symmetries
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    illiquid markets
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    describes a project that uses
    LIE
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    Mathematica
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    Identifiers

    zbMATH DE Number
    7513898
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    OpenAlex ID
    W4293088014
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