Lie symmetry methods for local volatility models

Mark Craddock and Martino Grasselli

Year of publication:	[2016]
Authors:	Craddock, Mark ; Grasselli, Martino
Publisher:	Sydney : Quantitative Finance Research Centre, University of Technology Sydney
Subject:	Lie symmetries \| fundamental Solution \| PDEs \| Local Volatility Models \| Normal Quadratic Volatility Model \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process

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