Pages that link to "Item:Q277917"
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The following pages link to Lie symmetry analysis of a first-order feedback model of option pricing (Q277917):
Displaying 6 items.
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- Lie symmetry analysis on pricing weather derivatives by partial differential equations (Q1980758) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- The Lie symmetry approach on (1+2)-dimensional financial models (Q2062223) (← links)
- Lie symmetry analysis, exact solutions, and conservation laws of variable-coefficients Boiti-Leon-Pempinelli equation (Q2064708) (← links)
- Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673) (← links)