Pages that link to "Item:Q515438"
From MaRDI portal
The following pages link to Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438):
Displaying 13 items.
- Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
- A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (Q501780) (← 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)
- Lie symmetry analysis and similarity solutions for the Jimbo-Miwa equation and generalisations (Q823747) (← links)
- Lie symmetry analysis, exact solutions, and conservation laws of variable-coefficients Boiti-Leon-Pempinelli equation (Q2064708) (← links)
- Lie symmetry methods for local volatility models (Q2175338) (← links)
- Generalized symmetries and recursive operators of some diffusive equations (Q2421382) (← links)
- Symmetry analysis of a model for the exercise of a barrier option (Q2513470) (← links)
- Lie symmetry analysis and similarity solutions for the Camassa-Choi equations (Q2656221) (← links)
- (Q3090420) (← links)
- Symmetries of the Black-Scholes-Merton equation for European options (Q6133573) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)
