Lie symmetries of the Black-Scholes type equations in financial mathematics

Connections Between the Extreme Points for Vandermonde Determinants and Minimizing Risk Measure in Financial Mathematics‏

AK Muhumuza, K Lundengård, A Malyarenko… - … on Stochastic Processes …, 2019‏ - Springer‏
The extreme points of Vandermonde determinants when optimized on surfaces like spheres
and cubes have various applications in random matrix theory, electrostatics and financial …‏
שמור צטט מאמרים בנושא זה כל 4 הגרסאות