Some Applications of Lie Theory to Economics and Finance

Authors

  • Isabel Hernández Fernández Departamento de Geometría y Topología Universidad de Sevilla
  • Consuelo Mateos Contreras Departamento de Geometría y Topología Universidad de Sevilla
  • Juan Núñez Valdés Departamento de Geometría y Topología Universidad de Sevilla
  • Ángel F. Tenorio Villalón Departamento de Economía, Métodos Cuantitativos e Historia Económica Universidad Pablo de Olavide

DOI:

https://doi.org/10.46661/revmetodoscuanteconempresa.2115

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

Abstract

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.

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Published

2016-11-04

How to Cite

Hernández Fernández, I., Mateos Contreras, C., Núñez Valdés, J., & Tenorio Villalón, Ángel F. (2016). Some Applications of Lie Theory to Economics and Finance. Journal of Quantitative Methods for Economics and Business Administration, 6, Páginas 74 a 94. https://doi.org/10.46661/revmetodoscuanteconempresa.2115

Issue

Vol. 6 (2008)

Section

Articles

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