Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: SYM / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2014.08.087 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2110288413 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the systematic approach to the classification of differential equations by group theoretical methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pointwise estimates for a class of non-homogeneous Kolmogorov equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lie symmetry analysis of differential equations in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5596303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5550465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5550466 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5550467 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry analysis of a model for the exercise of a barrier option / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Homotopy analysis method for option pricing under stochastic volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous subgroups of the fundamental groups of physics. I. General method and the Poincaré group / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariants of real low dimension Lie algebras / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subalgebras of real three- and four-dimensional Lie algebras / rank
 
Normal rank
Property / cites work
 
Property / cites work: The nonlinear differential equation 𝑦”+𝑝(𝑥)𝑦+𝑐𝑦⁻³=0 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry analysis of a model of stochastic volatility with time-dependent parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recovery of time dependent volatility coefficient by linearization / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:06, 12 July 2024

scientific article
Language Label Description Also known as
English
Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters
scientific article

    Statements

    Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (English)
    0 references
    0 references
    0 references
    17 June 2016
    0 references
    symmetry analysis
    0 references
    Black-Scholes equation
    0 references
    financial mathematics
    0 references

    Identifiers