Showing 1 - 9 results of 9 for search '"group classification"', query time: 0.05s Refine Results
  1. 1
  2. 2
  3. 3
  4. 4
  5. 5
  6. 6
  7. 7
  8. 8
  9. 9

    GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING by Vladimir E. Fedorov, Mikhail M. Dyshaev

    Published 2016-11-01
    Subjects: “…Nonlinear partial differential equation, Group analysis, Group of equivalency transformations, Group classification, Nonlinear Black–Scholes equation, Option pricing, Dynamic hedging, Feedback effects of hedging…”
    Get full text
    Article