On valuation of derivative securities: A Lie group analytical approach. (Q954574): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Black's consol rate conjecture
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+Backward Stochastic Differential Equations in Finance
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+Two singular diffusion problems
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Normal rank
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS
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