Some weak self-adjoint Hamilton-Jacobi-Bellman equations arising in financial mathematics
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Cites work
- scientific article; zbMATH DE number 3460142 (Why is no real title available?)
- scientific article; zbMATH DE number 1070899 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- A new conservation theorem
- Conservation laws for the Black-Scholes equation
- Local symmetries and conservation laws
- Numerical comparison of local risk-minimisation and mean-variance hedging
- Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
- The Lie Algebra sl(2, R) and so-called Kepler-Ermakov Systems
- The nonlinear differential equation 𝑦”+𝑝(𝑥)𝑦+𝑐𝑦⁻³=0
- The pricing of options and corporate liabilities
- Weak self-adjoint differential equations
Cited in
(24)- Self-Adjointness and Conservation Laws for a Generalized Dullin-Gottwald-Holm Equation
- Conditional Lie-Bäcklund symmetry reductions and exact solutions of a class of reaction-diffusion equations
- Weak self-adjoint differential equations
- Rosenau-KdV equation coupling with the Rosenau-RLW equation: conservation laws and exact solutions
- Nonlinear self-adjointness of a 2D generalized second order evolution equation
- Conservation laws for a class of quasi self-adjoint third order equations
- Comment on: ``Conservation laws of two \((2+1)\)-dimensional nonlinear evolution equations with higher-order mixed derivatives
- Conservation laws for a modified lubrication equation
- Some conservation laws for a forced KdV equation
- Conservation laws of two \((2+1)\)-dimensional nonlinear evolution equations with higher-order mixed derivatives
- Nonlinear self-adjointness of a class of third order nonlinear dispersive equations
- Nonlinear self-adjointness and conservation laws of the variable coefficient combined KdV equation with a forced term
- Self-adjointness, symmetries, and conservation laws for a class of wave equations incorporating dissipation
- Symmetries and conservation laws for some compacton equation
- Conservation laws for some equations that admit compacton solutions induced by a non-convex convection
- Self-adjointness and conservation laws for Kadomtsev-Petviashvili-Burgers equation
- Symmetry analysis, conserved quantities and applications to a dissipative DGH equation
- scientific article; zbMATH DE number 2134085 (Why is no real title available?)
- Conserved quantities, global existence and blow-up for a generalized CH equation
- Nonlinear self-adjoint classification of a Burgers-KdV family of equations
- Group classification and conservation laws of a sixth-order thin film type equation
- scientific article; zbMATH DE number 5773758 (Why is no real title available?)
- Some conservation laws for a class of Hamilton-Jacobi-Bellman equations
- Conservation laws of the complex short pulse equation and coupled complex short pulse equations
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