Sökning: "Liudmila Petrova"
Hittade 1 uppsats innehållade orden Liudmila Petrova.
1. Study of the group properties of the Sircar-Papanicolaou model in case of a nonlinear utility function
Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)Sammanfattning : In this paper it is considered the Sircar-Papanicolaou model wich takesinto account a feedback effect of dynamic hedging strategies of pro-gramme traders. Using the Lie group analysis we describe the symmetrygroup of the main equation of the concerned model. LÄS MER
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