Search

Your search keyword '"Fedorov, Vladimir E."' showing total 5 results
Start Over Author "Fedorov, Vladimir E." Journal aip conference proceedings
5 results on '"Fedorov, Vladimir E."'

2. Symmetry analysis of the Guéant — Pu model.

Author

Yadrikhinskiy, Khristofor V. and Fedorov, Vladimir E.

Subjects
*LIE groups, *CONTINUOUS groups, *OPTIONS (Finance), *LINEAR equations, *SYMMETRY
Abstract

The group of continuous equivalence transforms for Guéant — Pu models of the price of indifference of a call option in the absence of a permanent market impact was obtained by L. V. Ovsyannikov's methods. It was used for the search of the Lie group for the equation with a linear free element. [ABSTRACT FROM AUTHOR]

Published
2022
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results