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Publications by A. Mokhtary

Symmetry Analysis of Black-Scholes Equation for Small Values of Volatility and Rate of Return

Journal of Interpolation and Approximation in Scientific Computing

English

Related publications

Symmetries of the Black-Scholes Equation

Methods and Applications of Analysis

English

A Lie Algebraic and Numerical Investigation of the Black-Scholes Equation With Heston Volatility Model

Journal of Generalized Lie Theory and Applications

English

Diffusion Transformations, Black–Scholes Equation and Optimal Stopping

Annals of Applied Probability

English

Symmetries, Mellin Transform and the Black-Scholes Equation (A Nonlinear Case)

International Journal of Contemporary Mathematical Sciences

English

A Note on Black-Scholes Pricing Model for Theoretical Values of Stock Options

English

A Class of Intrinsic Parallel Difference Methods for Time-Space Fractional Black–Scholes Equation

Advances in Difference Equations

Applied Mathematics

English

An Adaptive Moving Mesh Method for a Time-Fractional Black–Scholes Equation

Advances in Difference Equations

Applied Mathematics

English

Explicit Solution of a Nonlinear Black-Scholes Partial Differential Equation: Tanh Method

Applied Mathematical Sciences

English

Numerical Solution of Fractional Black-Scholes Equation by Using the Multivariate Padé Approximation

Acta Physica Polonica A

English