Pages that link to "Item:Q6133573"
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The following pages link to Symmetries of the Black-Scholes-Merton equation for European options (Q6133573):
Displaying 7 items.
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- Conservation laws for the Black-Scholes equation (Q1036760) (← links)
- Erratum to: ``The application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition'' (Q1990256) (← links)
- Symmetry reduction and exact solutions of the non-linear Black-Scholes equation (Q2207892) (← links)
- Symmetry analysis of a model for the exercise of a barrier option (Q2513470) (← links)
- Symmetry Breaking for Black–Scholes Equations (Q2960054) (← links)
- (Q3090420) (← links)