Pages that link to "Item:Q515438"
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The following pages link to Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438):
Displaying 7 items.
- A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (Q501780) (← links)
- Lie symmetry analysis and similarity solutions for the Jimbo-Miwa equation and generalisations (Q823747) (← links)
- Lie symmetry analysis, exact solutions, and conservation laws of variable-coefficients Boiti-Leon-Pempinelli equation (Q2064708) (← links)
- Generalized symmetries and recursive operators of some diffusive equations (Q2421382) (← links)
- Lie symmetry analysis and similarity solutions for the Camassa-Choi equations (Q2656221) (← links)
- (Q3090420) (← links)
- Symmetries of the Black-Scholes-Merton equation for European options (Q6133573) (← links)
