Lie symmetry methods for local volatility models (Q2175338): Difference between revisions

@@ Property / describes a project that uses @@
+SYM
@@ Property / describes a project that uses: SYM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3021653376
@@ Property / OpenAlex ID: W3021653376 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q126864898
@@ Property / Wikidata QID: Q126864898 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with quadratic volatility: a revisit
+Normal rank
@@ Property / cites work @@
+Functionals of multidimensional diffusions with applications to finance
+Normal rank
@@ Property / cites work @@
+On the Transformation of Diffusion Processes into the Wiener Process
+Normal rank
@@ Property / cites work @@
+Symmetry-based algorithms to relate partial differential equations: II. Linearization by nonlocal symmetries
+Normal rank
@@ Property / cites work @@
+Q4714465
@@ Property / cites work: Q4714465 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3682852
@@ Property / cites work: Q3682852 / rank @@
+Normal rank
@@ Property / cites work @@
+Why Are Quadratic Normal Volatility Models Analytically Tractable?
+Normal rank
@@ Property / cites work @@
+Generating integrable one dimensional driftless diffusions
+Normal rank
@@ Property / cites work @@
+Q5250200
@@ Property / cites work: Q5250200 / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamental solutions, transition densities and the integration of Lie symmetries
+Normal rank
@@ Property / cites work @@
+Fourier type transforms on Lie symmetry groups
@@ Property / cites work: Fourier type transforms on Lie symmetry groups / rank @@
+Normal rank
@@ Property / cites work @@
+On the equivalence of Lie symmetries and group representations
+Normal rank
@@ Property / cites work @@
+Lie group symmetries as integral transforms of fundamental solutions
+Normal rank
@@ Property / cites work @@
+The calculation of expectations for classes of diffusion processes by Lie symmetry methods
+Normal rank
@@ Property / cites work @@
+Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions
+Normal rank
@@ Property / cites work @@
+Symmetry group methods for fundamental solutions
@@ Property / cites work: Symmetry group methods for fundamental solutions / rank @@
+Normal rank
@@ Property / cites work @@
+New classes of non-convolution integral equations arising from Lie symmetry analysis of hyperbolic pdes
+Normal rank
@@ Property / cites work @@
+Q4064414
@@ Property / cites work: Q4064414 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5827353
@@ Property / cites work: Q5827353 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+New solutions to the bond-pricing equation via Lie's classical method
+Normal rank
@@ Property / cites work @@
+STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS
+Normal rank
@@ Property / cites work @@
+THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
+Normal rank
@@ Property / cites work @@
+New solvable stochastic volatility models for pricing volatility derivatives
+Normal rank
@@ Property / cites work @@
+Q5313290
@@ Property / cites work: Q5313290 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4273954
@@ Property / cites work: Q4273954 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized uncorrelated SABR models with a high degree of symmetry
+Normal rank
@@ Property / cites work @@
+Positive Temperatures on an Infinite Rod
@@ Property / cites work: Positive Temperatures on an Infinite Rod / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2175338