Pages that link to "Item:Q2741012"

The following pages link to The Black and Scholes equation with stochastic volatility. Variational methods (Q2741012):

Displaying 8 items.

• A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (Q501780) (← links)
• The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
• Black-Scholes in a CEV random environment (Q1648901) (← links)
• The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171) (← links)
• On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399) (← links)
• Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable (Q2844798) (← links)
• Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
• Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)