Pages that link to "Item:Q277917"

The following pages link to Lie symmetry analysis of a first-order feedback model of option pricing (Q277917):

Displaying 3 items.

• Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
• Lie symmetry analysis, exact solutions, and conservation laws of variable-coefficients Boiti-Leon-Pempinelli equation (Q2064708) (← links)
• Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673) (← links)