Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482): Difference between revisions

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+On the systematic approach to the classification of differential equations by group theoretical methods
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+A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets
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+Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics
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+Lie symmetry analysis of differential equations in finance
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Berry's phase and wavefunctions for time-dependent Hamilton systems
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+Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
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+Symmetry-based solution of a model for a combination of a risky investment and a riskless investment
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+Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions
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+Invariance properties of a general bond-pricing equation
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+Algebraic properties of evolution partial differential equations modelling prices of commodities
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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