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

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+Symmetries and differential equations
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+SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS
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+Solving a nonlinear PDE that prices real options using utility based pricing methods
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+Perfect option hedging for a large trader
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+Portfolio choice and pricing in illiquid markets
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+Lie symmetry analysis of differential equations in finance
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+Cap-and-trade properties under different hybrid scheme designs
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+LIE, a PC program for Lie analysis of differential equations
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+Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions
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+Algebraic solution of the Stein-Stein model for stochastic volatility
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+Symmetry analysis of a model of stochastic volatility with time-dependent parameters
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