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scientific article; zbMATH DE number 7141701 - MaRDI portal

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Publication:5204915

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zbMath1438.91157MaRDI QIDQ5204915

V. I. Stognij, I. M. Kopas, Stanislav Spichak

Publication date: 9 December 2019

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

exact solutions symmetry reduction invariance algebra equation of pricing of Asian options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Solutions to PDEs in closed form (35C05) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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