Pages that link to "Item:Q925045"

The following pages link to Invariance properties of a general bond-pricing equation (Q925045):

Displaying 23 items.

• Group classification of a generalization of the Heath equation (Q279866) (← links)
• Symmetry reductions and exact solutions to the Sharma-Tasso-Olever equation (Q350327) (← links)
• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← 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)
• Algorithmic framework for group analysis of differential equations and its application to generalized Zakharov-Kuznetsov equations (Q897802) (← links)
• Group classification of a general bond-option pricing equation of mathematical finance (Q1724784) (← links)
• Symmetry analysis and exact solutions to the space-dependent coefficient PDEs in finance (Q2016655) (← links)
• Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
• Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
• Group classification of a generalized Black-Scholes-Merton equation (Q2299877) (← links)
• Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
• Painlevé analysis, Lie symmetries, and exact solutions for the time-dependent coefficients gardner equations (Q2380574) (← links)
• Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
• SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
• Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
• Equivalence and symmetries for variable coefficient linear heat type equations. I (Q4565427) (← links)
• Lie symmetry analysis and exact solutions of the Sawada--Kotera equation (Q4633250) (← links)
• Closed-form solutions via the invariant approach for one-factor commodity models (Q5054721) (← links)
• Symmetries of the Black-Scholes-Merton equation for European options (Q6133573) (← links)
• Painlevé analysis, group classification and exact solutions to the nonlinear wave equations (Q6167315) (← links)
• Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)