Pages that link to "Item:Q945217"

The following pages link to An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217):

Displaying 16 items.

• Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
• Lie symmetry analysis of the Black-Scholes-Merton model for European options with stochastic volatility (Q515438) (← 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)
• A note on the integrability of the classical portfolio selection model (Q988735) (← links)
• Lie theory: Applications to problems in mathematical finance and economics (Q1004433) (← links)
• Group classification of a general bond-option pricing equation of mathematical finance (Q1724784) (← links)
• Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility (Q2027122) (← links)
• Lie symmetries, group-invariant solutions and conservation laws of the Vasicek pricing equation of mathematical finance (Q2149673) (← links)
• SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
• Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
• Generalized uncorrelated SABR models with a high degree of symmetry (Q3577153) (← links)
• Symmetry analysis for Whitham-Broer-Kaup equations (Q3623810) (← links)
• The algebraic properties of the space-and time-dependent one-factor model of commodities (Q5236055) (← links)
• A terminal condition in linear bond-pricing under symmetry invariance (Q6059353) (← links)
• Lie symmetry analysis, exact solutions, conservation laws of variable-coefficients Calogero–Bogoyavlenskii–Schiff equation (Q6149395) (← links)
• Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility (Q6174295) (← links)