Pages that link to "Item:Q5346960"

The following pages link to Complete Invariant Characterization of Scalar Linear (1+1) Parabolic Equations (Q5346960):

Displaying 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)