Pages that link to "Item:Q1011481"
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The following pages link to Fundamental solutions, transition densities and the integration of Lie symmetries (Q1011481):
Displayed 18 items.
- The Riccati system and a diffusion-type equation (Q401969) (← links)
- Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions (Q649747) (← links)
- New solvable stochastic volatility models for pricing volatility derivatives (Q744402) (← links)
- On the equivalence of Lie symmetries and group representations (Q984435) (← links)
- Periodic tempered distributions of Beurling type and periodic ultradifferentiable functions with arbitrary support (Q1751321) (← links)
- Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit (Q2170290) (← links)
- Multilayer heat equations: application to finance (Q2170292) (← links)
- Lie symmetry methods for local volatility models (Q2175338) (← links)
- The Schrödinger propagator on \((0,\infty)\) for a special potential by a Lie symmetry group method (Q2243668) (← links)
- Lie group symmetries and Riemann function of Klein-Gordon-Fock equation with central symmetry (Q2299803) (← links)
- New classes of non-convolution integral equations arising from Lie symmetry analysis of hyperbolic pdes (Q2407133) (← links)
- Symmetry groups and fundamental solutions for systems of parabolic equations (Q2861721) (← links)
- Fourier type transforms on Lie symmetry groups (Q3192682) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
- Equivalence and symmetries for variable coefficient linear heat type equations. II. Fundamental solutions (Q4575938) (← links)
- Hodograph Transformations and Cauchy Problem to Systems of Nonlinear Parabolic Equations (Q5415914) (← links)
- Fundamental solutions and conservation laws for conformable time fractional partial differential equation (Q6073136) (← links)
- Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)