Lie Theory: Applications to problems in Mathematical Finance and Economics

摘要

This paper is devoted to show and explain some applications of Lie Theory to solve some problems in Economics and Mathematical Finance. So we put forward and discuss mathematical aspects and approaches for several economic problems which have been previously considered in the literature. Besides we also show our advances on this topic, mentioning some open problems for future research. (C) 2008 Elsevier Inc. All rights reserved.