Pages that link to "Item:Q2371853"

The following pages link to Symmetry-based solution of a model for a combination of a risky investment and a riskless investment (Q2371853):

Displaying 13 items.

• Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition (Q525145) (← links)
• Symmetry analysis of a model of stochastic volatility with time-dependent parameters (Q548314) (← 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)
• Euler-Bernoulli beams from a symmetry standpoint-characterization of equivalent equations (Q931008) (← 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)
• Lie-algebraic approach for pricing zero-coupon bonds in single-factor interest rate models (Q2375471) (← 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)
• Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
• Symmetries and analytical solutions of the Hamilton–Jacobi–Bellman equation for a class of optimal control problems (Q3187834) (← links)
• The algebraic properties of the space-and time-dependent one-factor model of commodities (Q5236055) (← links)
• Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)