Pages that link to "Item:Q988735"
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The following pages link to A note on the integrability of the classical portfolio selection model (Q988735):
Displaying 3 items.
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
