Pages that link to "Item:Q297689"
From MaRDI portal
The following pages link to Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689):
Displaying 10 items.
- Lie symmetries of \((1+2)\) nonautonomous evolution equations in financial mathematics (Q515423) (← links)
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
- Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484) (← links)
- An alternative approach to solving the Black-Scholes equation with time-varying parameters (Q2488725) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
- Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters (Q4581083) (← 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)
- Optimal system, similarity solution and Painlevé test on generalized modified Camassa-Holm equation (Q6107493) (← links)
