Pages that link to "Item:Q617015"
From MaRDI portal
The following pages link to Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015):
Displaying 8 items.
- Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- On the generation of arbitrage-free stock price models using Lie symmetry analysis (Q516692) (← links)
- On symmetry-preserving difference scheme to a generalized Benjamin equation and third-order Burgers equation (Q894418) (← links)
- The symmetry-preserving difference schemes and exact solutions of some high-dimensional differential equations (Q2213742) (← links)
- Symmetry analysis of a model for the exercise of a barrier option (Q2513470) (← links)
- An analysis of the Zhiber-Shabat equation including Lie point symmetries and conservation laws (Q5963286) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)
