Lie symmetry analysis of differential equations in finance
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- Symmetry analysis of a model of stochastic volatility with time-dependent parameters
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- The invariance principle in initial value problems and its application to the Black-Scholes equation
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- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters
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- Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion
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- Symmetry and conservation laws of the (2+1)-dimensional nonlinear Schrödinger-type equation
- Equivalence and symmetries for variable coefficient linear heat type equations. II: Fundamental solutions
- Equivalence and symmetries for variable coefficient linear heat type equations. I
- Lie symmetry analysis of early carcinogenesis model
- Symmetries of the Black-Scholes-Merton equation for European options
- On some option pricing models on illiquid markets
- Simulation of feedback effects for futures-style options pricing on Moscow exchange
- Group classification for a general nonlinear model of option pricing
- Lie symmetry analysis of two dimensional weakly singular integral equations
- A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters
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- Group analysis of the Guéant and Pu model of option pricing and hedging
- An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems
- Residual symmetry and interaction solutions of the \((2+1)\)-dimensional generalized Calogero-Bogoyavlenskii-Schiff equation
- Closed-form solutions via the invariant approach for one-factor commodity models
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