On valuation of derivative securities: A Lie group analytical approach. (Q954574)
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scientific article; zbMATH DE number 5371825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On valuation of derivative securities: A Lie group analytical approach. |
scientific article; zbMATH DE number 5371825 |
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On valuation of derivative securities: A Lie group analytical approach. (English)
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24 November 2008
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Lie groups
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infinitesimal transformations
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pricing of derivative securities
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Bessel equations
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