Pages that link to "Item:Q2488725"

The following pages link to An alternative approach to solving the Black-Scholes equation with time-varying parameters (Q2488725):

Displaying 14 items.

• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
• Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
• Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484) (← links)
• Analysis of fractals, image compression, entropy encoding, Karhunen-Loève transforms (Q844260) (← links)
• On analytical solutions of the Black-Scholes equation (Q1003861) (← links)
• Stochastic modeling of stock price process induced from the conjugate heat equation (Q1783272) (← links)
• Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488) (← links)
• Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
• Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics (Q2306987) (← links)
• Symmetry Breaking for Black–Scholes Equations (Q2960054) (← links)
• AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (Q3421544) (← links)
• Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
• Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
• Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)