Pages that link to "Item:Q5737645"
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The following pages link to Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics (Q5737645):
Displaying 13 items.
- Group classification of a generalization of the Heath equation (Q279866) (← links)
- Derivatives of differential sequences (Q525136) (← links)
- 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)
- Properties of the Calogero-Degasperis-Ibragimov-Shabat differential sequence (Q694389) (← links)
- Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482) (← links)
- Group classification of a general bond-option pricing equation of mathematical finance (Q1724784) (← links)
- Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
- Group classification of a generalized Black-Scholes-Merton equation (Q2299877) (← 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)
- Symmetries and analytical solutions of the Hamilton–Jacobi–Bellman equation for a class of optimal control problems (Q3187834) (← links)
- The effects of symmetry-breaking functions on the Ermakov-Pinney equation (Q5034275) (← links)
