Pages that link to "Item:Q1291867"
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The following pages link to Lie symmetry analysis of differential equations in finance (Q1291867):
Displaying 40 items.
- Conservation Laws for Self-Adjoint First-Order Evolution Equation (Q3018683) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- (Q3090420) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
- Generalized uncorrelated SABR models with a high degree of symmetry (Q3577153) (← links)
- Equivalence and symmetries for variable coefficient linear heat type equations. I (Q4565427) (← links)
- Equivalence and symmetries for variable coefficient linear heat type equations. II. Fundamental solutions (Q4575938) (← links)
- GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING (Q4581430) (← links)
- (Q4625149) (← links)
- Applications to give an analytical solution to the Black Scholes equation (Q4646665) (← links)
- (Q4997791) (← links)
- (Q4997920) (← links)
- (Q4999718) (← links)
- An Evolutionary Approach to the Automatic Classification of Automorphisms of Lower-Dimensional Lie Algebras (Q5003874) (← links)
- (Q5045746) (← links)
- Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) (← links)
- Closed-form solutions via the invariant approach for one-factor commodity models (Q5054721) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)
- Symmetries, conservation laws and exact solutions of the time-fractional diffusivity equation via Riemann–Liouville and Caputo derivatives (Q5091997) (← links)
- Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
- Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428) (← links)
- The algebraic properties of the space-and time-dependent one-factor model of commodities (Q5236055) (← links)
- Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations (Q5346960) (← links)
- (Q5376983) (← links)
- CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)
- Variational contact symmetries of constrained Lagrangians (Q5962620) (← links)
- A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)
- Symmetries of the Black-Scholes-Merton equation for European options (Q6133573) (← links)
- Symmetry and conservation laws of the (2+1)-dimensional nonlinear Schrödinger-type equation (Q6143483) (← links)
- Extended finite similitude and dimensional analysis for scaling (Q6151213) (← links)
- Nonclassical symmetry analysis and heir-equations of forced Burger equation with time variable coefficients (Q6159862) (← links)
- An alternative method for analytical solutions of two-dimensional Black-Scholes-Merton equation (Q6168391) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)
- Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)
- Use of optimal subalgebra for the analysis of Lie symmetry, symmetry reductions, invariant solutions and conservation laws of the (3 + 1)-dimensional extended Sakovich equation (Q6184025) (← links)
- Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion (Q6557966) (← links)
- Invariance properties, exact and explicit solutions of time-fractional Gear-Grimshaw model (Q6600343) (← links)
- Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)
- Residual symmetry and interaction solutions of the \((2+1)\)-dimensional generalized Calogero-Bogoyavlenskii-Schiff equation (Q6632333) (← links)
- An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems (Q6632418) (← links)
