Pages that link to "Item:Q5314503"

The following pages link to Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics (Q5314503):

Displaying 18 items.

• Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
• Group classification of a generalization of the Heath equation (Q279866) (← links)
• Some weak self-adjoint Hamilton-Jacobi-Bellman equations arising in financial mathematics (Q420052) (← links)
• Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
• Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (Q718284) (← links)
• Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482) (← links)
• Invariance properties of a general bond-pricing equation (Q925045) (← links)
• A note on the integrability of the classical portfolio selection model (Q988735) (← links)
• Using Lie symmetry analysis to solve a problem that models mass transfer from a horizontal flat plate (Q1954553) (← links)
• Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
• Symmetry-based solution of a model for a combination of a risky investment and a riskless investment (Q2371853) (← links)
• Heat polynomials and Lie point symmetries (Q2497399) (← links)
• A Lie Symmetry Analysis of the Caldeira-Leggett Model (Q3067152) (← links)
• Symmetries and analytical solutions of the Hamilton–Jacobi–Bellman equation for a class of optimal control problems (Q3187834) (← links)
• Approximate solution of the Hamilton-Jacobi-Bellman equation (Q5080103) (← links)
• The algebraic properties of the space-and time-dependent one-factor model of commodities (Q5236055) (← links)
• Some Conservation Laws for a Class of Hamilton-Jacobi-Bellman Equations (Q5258864) (← links)
• Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)