Pages that link to "Item:Q3462587"
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The following pages link to Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587):
Displaying 4 items.
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- An alternative approach to solving the Black-Scholes equation with time-varying parameters (Q2488725) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
