Invariant solutionsof the Gu´eant - Pu model of options pricing and hedging (Q5153882)
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scientific article; zbMATH DE number 7405403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant solutionsof the Gu´eant - Pu model of options pricing and hedging |
scientific article; zbMATH DE number 7405403 |
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Invariant solutionsof the Gu´eant - Pu model of options pricing and hedging (English)
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1 October 2021
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options pricing
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hedging
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Black-Scholes type equation
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Guéant-Pu model
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Lie algebra
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invariant solution
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