𝔖 Bobbio Scriptorium
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Symmetry and Integrability in the Classical Model of Zitterbewegung

✍ Scribed by Yusuf Sucu, Nuri Ünal

Book ID
113065871
Publisher
Springer US
Year
2012
Tongue
English
Weight
407 KB
Volume
42
Category
Article
ISSN
0015-9018

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✍ V. Naicker; J.G. O’Hara; P.G.L. Leach 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 271 KB

We revisit the classical Merton portfolio selection model from the perspective of integrability analysis. By an application of a nonlocal transformation the nonlinear partial differential equation for the two-asset model is mapped into a linear option valuation equation with a consumption dependent