Pages that link to "Item:Q1854159"
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The following pages link to Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach (Q1854159):
Displaying 8 items.
- Lie-algebraic approach for pricing moving barrier options with time-dependent parameters (Q855464) (← links)
- An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217) (← links)
- On valuation of derivative securities: A Lie group analytical approach. (Q954574) (← links)
- Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← links)
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← links)
- Lie theory to value financial derivatives with time dependent parameters (Q5428052) (← links)
- Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)