Pages that link to "Item:Q2299877"
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The following pages link to Group classification of a generalized Black-Scholes-Merton equation (Q2299877):
Displaying 11 items.
- Group classification of a generalization of the Heath equation (Q279866) (← links)
- Invariant solutions of the Black-Scholes equation (Q928590) (← links)
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
- Group classification of a class of equations arising in financial mathematics (Q2637947) (← links)
- (Q4997791) (← 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)
- Equivalence and new exact solutions to the Black Scholes and diffusion equations (Q5505256) (← links)
- Symmetries of the Black-Scholes-Merton equation for European options (Q6133573) (← links)
- Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)
