Pages that link to "Item:Q6172072"
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The following pages link to Invariant solutions of the Heston model for European option with dividend yield (Q6172072):
Displaying 4 items.
- 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)
- Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)