Pages that link to "Item:Q515438"

The following pages link to Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438):

Displayed 6 items.

• Lie symmetry analysis and similarity solutions for the Jimbo-Miwa equation and generalisations (Q823747) ‎ (← links)
• Lie symmetry analysis, exact solutions, and conservation laws of variable-coefficients Boiti-Leon-Pempinelli equation (Q2064708) ‎ (← links)
• Generalized symmetries and recursive operators of some diffusive equations (Q2421382) ‎ (← links)
• Lie symmetry analysis and similarity solutions for the Camassa-Choi equations (Q2656221) ‎ (← links)
• Symmetries of the Black-Scholes-Merton equation for European options (Q6133573) ‎ (← links)
• (Q6172072) ‎ (← links)