| DC Field | Value | Language |
|---|
| dc.contributor.author | Sitnik, S. M. | - |
| dc.contributor.author | Yadrikhinskiy, K. V. | - |
| dc.contributor.author | Fedorov, V. E. | - |
| dc.date.accessioned | 2023-07-04T12:33:14Z | - |
| dc.date.available | 2023-07-04T12:33:14Z | - |
| dc.date.issued | 2022 | - |
| dc.identifier.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. | ru |
| dc.identifier.uri | http://dspace.bsu.edu.ru/handle/123456789/54651 | - |
| dc.description.abstract | A model of Guéant and Pu of option pricing and hedging in the general form is studied by the group analysis methods | ru |
| dc.language.iso | en | ru |
| dc.subject | mathematic | ru |
| dc.subject | mathematical analysis | ru |
| dc.subject | Guéant and Pu model | ru |
| dc.subject | option pricing | ru |
| dc.subject | symmetry analysis | ru |
| dc.subject | symmetry group | ru |
| dc.subject | Lie algebra | ru |
| dc.subject | equivalence transformation | ru |
| dc.subject | group classification | ru |
| dc.subject | optimal system of subalgebras | ru |
| dc.subject | invariant submodel | ru |
| dc.title | Symmetry analysis of a model of option pricing and hedging | ru |
| dc.type | Article | ru |
| Appears in Collections: | Статьи из периодических изданий и сборников (на иностранных языках) = Articles from periodicals and collections (in foreign languages)
|
