Financial Lie groups
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Abstract
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References listed on IDEAS
- Carfì, David, 2009. "Fibrations of financial events," MPRA Paper 31307, University Library of Munich, Germany.
- Carfì, David & Ricciardello, Angela & Agreste, Santa, 2011. "An Algorithm for payoff space in C1 parametric games," MPRA Paper 32099, University Library of Munich, Germany.
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Cited by:
- Carfì, David & Fici, Caterina, 2012. "The government-taxpayer game," MPRA Paper 38506, University Library of Munich, Germany.
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Keywords
Financial evolutions; Lie groups; exponential map; capitalization; financial event;JEL classification:
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2011-06-18 (All new papers)
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