Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition
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Publication:525145
DOI10.1007/s10665-012-9595-4zbMath1360.91160OpenAlexW2000743616MaRDI QIDQ525145
Publication date: 28 April 2017
Published in: Journal of Engineering Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10665-012-9595-4
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Geometric theory, characteristics, transformations in context of PDEs (35A30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
Related Items (5)
Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters ⋮ Evolution of \(C^1\)-wave and its collision with the blast wave in one-dimensional non-ideal gas dynamics ⋮ Lie symmetries of generalized Burgers equations: application to boundary-value problems ⋮ Erratum to: ``The application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition ⋮ Application of Lie groups to compressible model of two-phase flows
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Cites Work
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