Pages that link to "Item:Q4646465"
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The following pages link to Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach (Q4646465):
Displayed 11 items.
- Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration (Q478448) (← links)
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Lie-algebraic approach for pricing moving barrier options with time-dependent parameters (Q855464) (← links)
- Invariance properties of a general bond-pricing equation (Q925045) (← links)
- Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← links)
- Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
- A simple approach for pricing barrier options with time-dependent parameters (Q4647247) (← links)
- The algebraic structure of the SU(7) Lie group (Q5205159) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
- Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)