Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics (original) (raw)

Profile image of John O'HaraJohn O'Hara

2019, Symmetry

visibility

description

9 pages

link

1 file

Symmetries of Differential Equations

Fritz Schwarz

Pure and Applied Mathematics, 2007

View PDFchevron_right

The Market Model of Interest Rate Dynamics

Dariusz Gatarek

Mathematical Finance, 1997

View PDFchevron_right

Mathematical Methods for Financial Markets

Marc Chesney

2009

View PDFchevron_right

Mathematical Modelling and Analysis

Irina Eglite

View PDFchevron_right

New Symmetry Reductions for some Ordinary Differential Equations

Elena Medina

Journal of Nonlinear Mathematical Physics, 2002

View PDFchevron_right

Determination of approximate symmetries of differential equations

Joe Bonasia

Group Theory and Numerical Analysis, 2005

View PDFchevron_right

Geometric Analysis and PDEs

Paul Yang

Lecture Notes in Mathematics, 2009

View PDFchevron_right

Complex symmetric evolution equations

Mihai Putinar

Analysis and Mathematical Physics, 2020

View PDFchevron_right

On an Econophysics Model

miron kaufman

Turkish Journal of Physics

View PDFchevron_right

Symmetric Classical Mechanics

Nuno Dias

Arxiv preprint quant-ph/0003005, 2000

View PDFchevron_right

Loading...

Loading Preview

Sorry, preview is currently unavailable. You can download the paper by clicking the button above.

Stochastic Partial Differential Equations

Jan Ubøe

1995

View PDFchevron_right

Fundamental solution of bond pricing in the Ho-Lee stochastic interest rate model under the invariant criteria

Ahmet Bakkaloglu

New Trends in Mathematical Science

View PDFchevron_right

Theory and Modeling

Pedro Autreto

Springer Theses, 2014

View PDFchevron_right

Stochastic Differential Equations

Vigirdas Mackevičius

Introduction to Stochastic Analysis, 2013

View PDFchevron_right

Pioneers of Finance Theory

Selçuk Balı

Journal of International Social Research, 2011

View PDFchevron_right

The Mathematics of Financial Modeling & investment management - Sergio Focardi

Rafaela Pere

View PDFchevron_right

Composition of Processes and Related Partial Differential Equations

Enzo Orsingher

Journal of Theoretical Probability, 2010

View PDFchevron_right

MATHEMATICAL METHODS FOR PHYSICISTS SIXTH EDITION

msoud moradi

View PDFchevron_right

On Current Developments in Partial Differential Equations

Fanghua Lin

Communications in Mathematical Research, 2020

View PDFchevron_right

Equilibrium models displaying endogenous fluctuations and chaos

Michele Boldrin

Journal of Monetary Economics, 1990

View PDFchevron_right

Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations

seungsuk seo

Discrete Dynamics in Nature and Society, 2015

View PDFchevron_right

Exceptional Properties of Second and Third Order Ordinary Differential Equations of Maximal Symmetry

Sibusiso Moyo

Journal of Mathematical Analysis and Applications, 2000

View PDFchevron_right

On the Analysis of Systems Described by Classes of Partial Differential Equations

Antonis Papachristodoulou

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

View PDFchevron_right

Some Simulation Results of the Put-Call Symmetry Method Applied to Stochastic Volatility Models

Yuri Imamura

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications, 2012

View PDFchevron_right

Differential Equations

Corrado De Concini

Springer eBooks, 2010

View PDFchevron_right

Arbeitsbuch Grundwissen Mathematikstudium - Höhere Analysis, Numerik und Stochastik

Thomas Sonar

2016

View PDFchevron_right

Mathisson-Papapetrou-Dixon equations in the

Mykola Fenyk

2016

View PDFchevron_right

Pricing derivatives in Hermite markets

Stefan Mittnik

RePEc: Research Papers in Economics, 2017

View PDFchevron_right

Symmetry flows, conservation laws and dressing approach to the integrable models

Svetlana Pacheva

2001

View PDFchevron_right

Markov interest rate models

diana woodward

Applied Mathematical Finance, 1999

View PDFchevron_right

Nonlinear second order equations with applications to partial differential equations

James Sandefur

Journal of Differential Equations, 1985

View PDFchevron_right

Boundary Conditions

Domingo A . Tarzia

2015

View PDFchevron_right

Partial Differential Equations and Inverse Problems

Carlos Conca

Contemporary Mathematics, 2004

View PDFchevron_right

Mathematical models of insurance and reinsurance

Zarko Popovic

View PDFchevron_right

Fundamentals of equilibrium problems

Muhammad Isro Noor

Mathematical Inequalities & Applications, 2006

View PDFchevron_right

MathematicsComputer ScienceSymmetryPARTIAL DIFFERENTIAL EQUATIONLie GroupPoint Group SymmetryInfinitesimal