Symmetry analysis of a model of option pricing and hedging

HIGHLIGHTS

  • who: Sergey M. Sitnik and collaborators from the Department of Applied Mathematics and Computer Modeling, Institute of Engineering and Digital Technologies, Belgorod State National Research University (BelGU), Pobedy Street, , Belgorod, Russia have published the paper: Symmetry Analysis of a Model of Option Pricing and Hedging, in the Journal: Symmetry 2022, 14, 1841. of /2022/
  • what: A free element F depends on t and u03b8q, i.e., the market trading volume Vt may depend on t, in contrast to the model, which is considered. The authors develop a theorem on group classification of the Guu00e9ant and . . .

     

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