Option pricing: the reduced-form SDE model (Q5072126): Difference between revisions

@@ Property / author @@
-Keshlan S. Govinder
@@ Property / author: Keshlan S. Govinder / rank @@
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@@ Property / author @@
-John G. O'Hara
@@ Property / author: John G. O'Hara / rank @@
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@@ Property / author @@
+Keshlan S. Govinder
@@ Property / author: Keshlan S. Govinder / rank @@
+Normal rank
@@ Property / author @@
+John G. O'Hara
@@ Property / author: John G. O'Hara / rank @@
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+LIE
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@@ Property / describes a project that uses @@
+Mathematica
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+MaRDI publication profile
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+https://doi.org/10.1080/10236198.2022.2055472
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+W4293088014
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@@ Property / cites work @@
+Symmetries and differential equations
@@ Property / cites work: Symmetries and differential equations / rank @@
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@@ Property / cites work @@
+SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS
+Normal rank
@@ Property / cites work @@
+Solving a nonlinear PDE that prices real options using utility based pricing methods
+Normal rank
@@ Property / cites work @@
+Perfect option hedging for a large trader
@@ Property / cites work: Perfect option hedging for a large trader / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio choice and pricing in illiquid markets
@@ Property / cites work: Portfolio choice and pricing in illiquid markets / rank @@
+Normal rank
@@ Property / cites work @@
+Lie symmetry analysis of differential equations in finance
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@@ Property / cites work @@
+Cap-and-trade properties under different hybrid scheme designs
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@@ Property / cites work @@
+LIE, a PC program for Lie analysis of differential equations
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@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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@@ Property / cites work @@
+Q4357207
@@ Property / cites work: Q4357207 / rank @@
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@@ Property / cites work @@
+Q4942663
@@ Property / cites work: Q4942663 / rank @@
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@@ Property / cites work @@
+Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions
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@@ Property / cites work @@
+Algebraic solution of the Stein-Stein model for stochastic volatility
+Normal rank
@@ Property / cites work @@
+Symmetry analysis of a model of stochastic volatility with time-dependent parameters
+Normal rank
@@ Property / cites work @@
+Q5297902
@@ Property / cites work: Q5297902 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5072126