Pages that link to "Item:Q501780"
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The following pages link to A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (Q501780):
Displaying 3 items.
- Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach (Q1854159) (← links)
- A Contour Integral Method for the Black–Scholes and Heston Equations (Q3095083) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)