http://dspace.bsu.edu.ru/handle/123456789/54651| Title: | Symmetry analysis of a model of option pricing and hedging |
| Authors: | Sitnik, S. M. Yadrikhinskiy, K. V. Fedorov, V. E. |
| Keywords: | mathematic mathematical analysis Guéant and Pu model option pricing symmetry analysis symmetry group Lie algebra equivalence transformation group classification optimal system of subalgebras invariant submodel |
| Issue Date: | 2022 |
| Citation: | Sitnik, S.M. Symmetry analysis of a model of option pricing and hedging / S.M. Sitnik, K.V. Yadrikhinskiy, V.E. Fedorov // Symmetry. - 2022. - Vol.14, №9.-Art. 1841. - Doi: 10.3390/sym14091841. - URL: https://www.mdpi.com/2073-8994/14/9/1841. |
| Abstract: | A model of Guéant and Pu of option pricing and hedging in the general form is studied by the group analysis methods |
| URI: | http://dspace.bsu.edu.ru/handle/123456789/54651 |
| Appears in Collections: | Статьи из периодических изданий и сборников (на иностранных языках) = Articles from periodicals and collections (in foreign languages) |
| File | Description | Size | Format | |
|---|---|---|---|---|
| Sitnik_Symmetry _22.pdf | 784.26 kB | Adobe PDF | View/Open |
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