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math.GM2022
Elementary functions solutions to the Bachelier model generated by Lie point symmetries
Evangelos Melas
Under the recent negative interest rate situation, the Bachelier model has been attracting attention and adopted for evaluating the price of interest rate options. In this paper we…
math.GM2018
Nonlinear Invariants of Planar Point Clouds Transformed by Matrices
Stelios Kotsios, Evangelos Melas
The goal of this paper is to present invariants of planar point clouds, that is functions which take the same value before and after a linear transformation of a planar point cloud…