Pages that link to "Item:Q3462587"

The following pages link to Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587):

Displaying 2 items.

• Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)