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Algunas aplicaciones de la Teoría de Lie a la Economía y las Finanzas = Some Applications of Lie Theory to Economics and Finance

Author

Listed:
  • Hernández Fernández, Isabel

    () (Departamento de Geometría y Topología, Universidad de Sevilla)

  • Mateos Contreras, Consuelo

    () (Departamento de Geometría y Topología, Universidad de Sevilla)

  • Núñez Valdés, Juan

    () (Departamento de Geometría y Topología, Universidad de Sevilla)

  • Tenorio Villalón, Ángel F.

    () (Departamento de Economía, Métodos Cuantitativos e Historia Económica, Universidad Pablo de Olavide)

Abstract

En este artículo, los autores pretenden mostrar y explicar cómo la Teoría de Lie se puede aplicar a la resolución de algunos problemas relativos a la Economía y a las Finanzas. Concretamente, se realiza un análisis de dos de esos problemas y se discuten tanto sus aspectos matemáticos como el acercamiento hecho desde la Teoría de Lie para su resolución. Igualmente, se indican los avances más recientes existentes en esta línea de investigación, mencionando también algunos problemas abiertos que pueden ser tratados en futuros trabajos. = 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.

Suggested Citation

  • Hernández Fernández, Isabel & Mateos Contreras, Consuelo & Núñez Valdés, Juan & Tenorio Villalón, Ángel F., 2008. "Algunas aplicaciones de la Teoría de Lie a la Economía y las Finanzas = Some Applications of Lie Theory to Economics and Finance," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 6(1), pages 74-94, December.
  • Handle: RePEc:pab:rmcpee:v:6:y:2008:i:1:p:74-94
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    More about this item

    Keywords

    Matemática Financiera; Matemática Económica; progreso técnico; opciones con barrera móvil; grupos de Lie; álgebras de Lie; Financial Mathematics; Mathematical Economics; technical progress; moving barrier options; Lie groups; Lie algebras.;

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • O30 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - General

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