Pages that link to "Item:Q4581083"
From MaRDI portal
The following pages link to Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters (Q4581083):
Displaying 7 items.
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
- Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484) (← links)
- An alternative approach to solving the Black-Scholes equation with time-varying parameters (Q2488725) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
- A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)
- The Black-Scholes equation in finance: quantum mechanical approaches (Q6099026) (← links)