Pages that link to "Item:Q5451428"
From MaRDI portal
The following pages link to Algebraic properties of evolution partial differential equations modelling prices of commodities (Q5451428):
Displaying 12 items.
- On the invariants of two dimensional linear parabolic equations (Q450352) (← links)
- Lie symmetries of \((1+2)\) nonautonomous evolution equations in financial mathematics (Q515423) (← links)
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
- Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
- Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (Q718284) (← links)
- Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482) (← links)
- A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (Q2795443) (← links)
- (Q4805912) (← links)
- Closed-form solutions via the invariant approach for one-factor commodity models (Q5054721) (← links)
- The algebraic properties of the space-and time-dependent one-factor model of commodities (Q5236055) (← links)
- Partial Differential Equations for Time Development of Stock Prices, Properties, etc. and the Inverse Power Law (Q5325412) (← links)
