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文章基本信息

  • 标题:Algunas aplicaciones de la Teoría de Lie a la Economía y las Finanzas
  • 本地全文:下载
  • 作者:Isabel Hernández Fernández ; Consuelo Mateos Contreras ; Juan Núnez Valdés
  • 期刊名称:Revista de Métodos Cuantitativos para la Economía y la Empresa
  • 印刷版ISSN:1886-516X
  • 电子版ISSN:1886-516X
  • 出版年度:2008
  • 卷号:6
  • 页码:74-94
  • 语种:Spanish
  • 出版社:Universidad Pablo de Olavide
  • 其他摘要:This paper shows and explains two problems in Economics and Finance, both dealt with a Lie Theory approach. So, mathematical aspects for these approaches are put forward and discussed in several economic problems which have been previously considered in the literature. Besides, some advances on this topic are also shown, mentioning some open problems for future research.
  • 关键词:Financial Mathematics; Mathematical Economics; technical progress; moving barrier options; Lie groups; Lie algebras
  • 其他关键词:Financial Mathematics; Mathematical Economics; technical progress; moving barrier options; Lie groups; Lie algebras.
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