CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850)
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scientific article; zbMATH DE number 5064493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS |
scientific article; zbMATH DE number 5064493 |
Statements
CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (English)
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16 October 2006
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Fokker-Planck equations
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Lie groups
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option pricing
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symmetry analysis
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Black-Scholes equation
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fundamental solutions
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