Lie symmetry methods for local volatility models
Work
Year: 2019
Type: article
Authors Mark Craddock, Martino Grasselli
Institutions University of Technology Sydney, Pôle Universitaire Léonard de Vinci, University of Padua
Cites: 35
Cited by: 5
Related to: 10
FWCI: 0.345
Citation percentile (by year/subfield): 61.79
Topic: Nonlinear Waves and Solitons
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: bronze