Pages that link to "Item:Q1291867"
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The following pages link to Lie symmetry analysis of differential equations in finance (Q1291867):
Displaying 50 items.
- Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
- Group classification of a generalization of the Heath equation (Q279866) (← links)
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- Lie and Noether point symmetries of a class of quasilinear systems of second-order differential equations (Q303871) (← links)
- Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
- Ibragimov-type invariants for a system of two linear parabolic equations (Q446061) (← links)
- Lie symmetries of \((1+2)\) nonautonomous evolution equations in financial mathematics (Q515423) (← links)
- Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← links)
- On the generation of arbitrage-free stock price models using Lie symmetry analysis (Q516692) (← links)
- Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← 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)
- Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← links)
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- A comparative study of some computer algebra packages which determine the Lie point symmetries of differential equations (Q709429) (← links)
- Extension of Euler's method to parabolic equations (Q716640) (← links)
- Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (Q718284) (← links)
- Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482) (← links)
- Lie symmetry analysis for the general classes of generalized modified Kuramoto-Sivashinsky equation (Q823609) (← links)
- Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484) (← links)
- Invariance properties of a general bond-pricing equation (Q925045) (← links)
- An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217) (← links)
- Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← links)
- Conservation laws for the Black-Scholes equation (Q1036760) (← links)
- \(W\)-symmetries of jump-diffusion Itô stochastic differential equations (Q1663736) (← links)
- Group classification of a general bond-option pricing equation of mathematical finance (Q1724784) (← links)
- Using Lie symmetry analysis to solve a problem that models mass transfer from a horizontal flat plate (Q1954553) (← links)
- Symbolic computation and differential equations: Lie symmetries (Q1971496) (← links)
- Lie symmetries of generalized Burgers equations: application to boundary-value problems (Q1990249) (← links)
- Symmetry methods for option pricing (Q2005268) (← links)
- Symmetry analysis and exact solutions to the space-dependent coefficient PDEs in finance (Q2016655) (← links)
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- The Lie symmetry approach on (1+2)-dimensional financial models (Q2062223) (← links)
- A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations (Q2163132) (← links)
- Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
- Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
- On the derivation of nonclassical symmetries of the Black-Scholes equation via an equivalence transformation (Q2217831) (← links)
- Lie symmetry analysis of two dimensional weakly singular integral equations (Q2237981) (← links)
- On the multidimensional Black-Scholes partial differential equation (Q2288905) (← links)
- Group classification of a generalized Black-Scholes-Merton equation (Q2299877) (← links)
- Symmetry of stochastic non-variational differential equations (Q2364298) (← links)
- Symmetry-based solution of a model for a combination of a risky investment and a riskless investment (Q2371853) (← links)
- Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← links)
- Symmetry analysis of a model for the exercise of a barrier option (Q2513470) (← links)
- Group classification of a class of equations arising in financial mathematics (Q2637947) (← links)
- A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (Q2795443) (← links)
- Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
- Conservation Laws for Self-Adjoint First-Order Evolution Equation (Q3018683) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- Solving a partial differential equation associated with the pricing of power options with time‐dependent parameters (Q3462587) (← links)
