Pages that link to "Item:Q5346960"
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The following pages link to Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations (Q5346960):
Displayed 15 items.
- A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
- Ibragimov-type invariants for a system of two linear parabolic equations (Q446061) (← links)
- On the invariants of two dimensional linear parabolic equations (Q450352) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484) (← links)
- Invariant solutions and conservation laws to nonconservative FP equation (Q988355) (← links)
- A note on the integrability of the classical portfolio selection model (Q988735) (← links)
- Differential invariants for systems of linear hyperbolic equations (Q1043922) (← links)
- Group classification of a general bond-option pricing equation of mathematical finance (Q1724784) (← links)
- The Lie symmetry approach on (1+2)-dimensional financial models (Q2062223) (← links)
- On the derivation of nonclassical symmetries of the Black-Scholes equation via an equivalence transformation (Q2217831) (← links)
- Differential invariants for third-order evolution equations (Q2513835) (← links)
- Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
- Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
- Closed-form solutions via the invariant approach for one-factor commodity models (Q5054721) (← links)