Pages that link to "Item:Q548314"
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The following pages link to Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314):
Displaying 6 items.
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
- Lie symmetries of generalized Burgers equations: application to boundary-value problems (Q1990249) (← links)
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- Exact solutions via equivalence transformations of variable-coefficient fifth-order KdV equations (Q2279244) (← links)
- Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)
