Pages that link to "Item:Q3067163"
From MaRDI portal
The following pages link to SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163):
Displaying 8 items.
- Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Using Lie symmetry analysis to solve a problem that models mass transfer from a horizontal flat plate (Q1954553) (← links)
- A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)
- Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428) (← links)
