scientific article; zbMATH DE number 7020406
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Publication:4621337
zbMath1406.35167MaRDI QIDQ4621337
Victor Nistor, Siyan Zhang, Anna L. Mazzucato
Publication date: 11 February 2019
Full work available at URL: http://math.univ-lille1.fr/~nwejm/OnlinePapers/Archives/2018/4/6/article2018-6.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
option pricingfundamental solutionsolvable Lie algebramean reversiondegenerate parabolic equationssemi-groupsSABR model
Degenerate parabolic equations (35K65) Groups and semigroups of linear operators (47D03) Financial applications of other theories (91G80) Lie algebras of Lie groups (22E60)
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