Symmetry methods for option pricing
type: Item
instance of: scholarly article
title: Symmetry methods for option pricing
author: A. H. Davison
author: S. Mamba
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2020-10-07T00:00:00Z
Mathematics Subject Classification ID: 70G65
Mathematics Subject Classification ID: 37J15
zbMATH DE Number: 7257506
zbMATH Keywords: boundary value problems
zbMATH Keywords: Lie symmetries
MaRDI profile type: Publication
full work available at URL: j.cnsns.2016.12.011
OpenAlex ID: W2560221563
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DOI: 10.1016/J.CNSNS.2016.12.011
description: scientific article; zbMATH DE number 7257506