Pages that link to "Item:Q1036760"
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The following pages link to Conservation laws for the Black-Scholes equation (Q1036760):
Displaying 7 items.
- Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
- Some weak self-adjoint Hamilton-Jacobi-Bellman equations arising in financial mathematics (Q420052) (← links)
- Conserved quantities for a class of \((1 + n)\)-dimensional linear evolution equation (Q434827) (← links)
- Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484) (← links)
- Symmetry of stochastic non-variational differential equations (Q2364298) (← links)
- Closed-form solutions via the invariant approach for one-factor commodity models (Q5054721) (← links)
- Group-theoretical framework for potential symmetries of evolution equations (Q5256246) (← links)