Browsing by Subject "Black-Scholes"
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Article
Algebraic properties of evolution partial differential equations modelling prices of commodities
(2008)Schwartz (J. Finance 1997
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Article
Symmetry analysis of a model of stochastic volatility with time-dependent parameters
(2011)We provide the solutions for the Heston model of stochastic volatility when the parameters of the model are constant and when they are functions of time. In the former case, the solution follows immediately from the ...