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Lie theory to value financial derivatives with time dependent parameters - MaRDI portal

Lie theory to value financial derivatives with time dependent parameters (Q5428052)

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scientific article; zbMATH DE number 5215091
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English
Lie theory to value financial derivatives with time dependent parameters
scientific article; zbMATH DE number 5215091

    Statements

    title
    Lie theory to value financial derivatives with time dependent parameters (English)
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    author
    Angela De Sanctis
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    publication date
    27 November 2007
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    Identifiers

    zbMATH DE Number
    5215091
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    OpenAlex ID
    W19192822
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