New candidates for arbitrage-free stock price models via generalized conditional symmetry method (Q2335164): Difference between revisions

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-.1016/j.amc.2018.03.115
@@ Property / DOI: 10.1016/j.amc.2018.03.115 / rank @@
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+Symmetries and differential equations
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+Q3223508
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+How to construct the discrete symmetries of partial differential equations
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+Conditional Lie-Backlund symmetry and reduction of evolution equations
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+Generalized conditional symmetries of evolution equations
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+Conditional Lie-Bäcklund symmetry, second-order differential constraint and direct reduction of diffusion systems
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+Higher conditional symmetry and reduction of initial value problems
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+ARBITRAGE-FREE OPTION PRICING MODELS
@@ Property / cites work: ARBITRAGE-FREE OPTION PRICING MODELS / rank @@
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@@ Property / cites work @@
+On the generation of arbitrage-free stock price models using Lie symmetry analysis
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+Q129920671
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@@ Property / DOI @@
+.1016/J.AMC.2018.03.115
@@ Property / DOI: 10.1016/J.AMC.2018.03.115 / rank @@
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