Pages that link to "Item:Q1003861"
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The following pages link to On analytical solutions of the Black-Scholes equation (Q1003861):
Displaying 34 items.
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform (Q473753) (← links)
- Solutions of a class of partial differential equations with application to the Black-Scholes equation (Q544093) (← links)
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- The sustainable Black-Scholes equations (Q1622632) (← links)
- Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model (Q1888906) (← links)
- General solution of the Black-Scholes boundary-value problem (Q2153203) (← links)
- Multistep schemes for one and two dimensional electromagnetic wave models based on fractional derivative approximation (Q2186932) (← links)
- Removing non-smoothness in solving Black-Scholes equation using a perturbation method (Q2233096) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- On the multidimensional Black-Scholes partial differential equation (Q2288905) (← links)
- The exact traveling wave solutions of a class of generalized Black-Scholes equation (Q2335227) (← links)
- High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
- On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166) (← links)
- Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE (Q2569895) (← links)
- Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
- Analysis of the truncated error in solving the Black-Scholes equation (Q2704956) (← links)
- On analytical solution of the Black-Scholes equation by the first integral method (Q2806727) (← links)
- On approximate-analytical solution of generalized Black-Scholes equation (Q2822979) (← links)
- On the Solution of the Black-Sholes Equation with Jump Process (Q3018085) (← links)
- On the structure of proper Black-Scholes formulae (Q3147843) (← links)
- (Q3162369) (← links)
- Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
- AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD (Q4607627) (← links)
- (Q4907374) (← links)
- Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
- (Q5080630) (← links)
- (Q5119608) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- (Q5397599) (← links)
- Analytical solution of the Black-Scholes equation by using variational iteration method (Q5415415) (← links)
- On the implicit Black–Scholes formula (Q5451162) (← links)
- An alternative method for analytical solutions of two-dimensional Black-Scholes-Merton equation (Q6168391) (← links)
