Lie symmetry analysis on pricing weather derivatives by partial differential equations

DOI10.1007/978-3-030-41850-2_37zbMath1496.60073OpenAlexW3036295681MaRDI QIDQ1980758

E. Fredericks, Clarinda Nhangumbe, Betuel Canhanga

Publication date: 8 September 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-41850-2_37

zbMATH Keywords

stochastic partial differential equationspartial differential equationweather derivativesFeynman-Kac theoremLie analysis

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics (76M60)

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