An application of symmetry approach to finance: gauge symmetry in finance

DOI10.3390/SYM2041763zbMath1360.91145OpenAlexW1983497941MaRDI QIDQ527546

Liuqing Xiao, Shipeng Zhou

Publication date: 12 May 2017

Published in: Symmetry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/sym2041763

zbMATH Keywords

gauge symmetryfiber bundleoptions pricing equation

Mathematics Subject Classification ID

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

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