Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics-Reference-Cited by-同舟云学术

Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics

Published:2021 Issue:Supplement 1 Volume:16 Page:73
ISSN:1776-0852
Container-title:Journal of Nonlinear Mathematical Physics
language:en
Short-container-title:JNMP

Author:

Dimas S.,Andriopoulos K.,Tsoubelis D.,Leach P. G. L.

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Link

https://www.tandfonline.com/doi/pdf/10.1142/S1402925109000339

Reference27 articles.

1. K. Andriopoulos, Symmetry and Perturbation Theory — SPT 2007, eds. G. Gaeta, R. Vitolo and S. Walcher (World Scientific, Singapore, 2007) pp. 237–238.

2. On the systematic approach to the classification of differential equations by group theoretical methods

3. The Valuation of Option Contracts and a Test of Market Efficiency

4. The Pricing of Options and Corporate Liabilities

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