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Publications by Merger J

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

Journal of Generalized Lie Theory and Applications

English

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Symmetries of the Black-Scholes Equation

Methods and Applications of Analysis

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

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

Acta Physica Polonica A

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

International Journal of Contemporary Mathematical Sciences

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Gamma Expansion of the Heston Stochastic Volatility Model

SSRN Electronic Journal

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Diffusion Transformations, Black–Scholes Equation and Optimal Stopping

Annals of Applied Probability

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The Peculiar Logic of the Black-Scholes Model

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Philosophy of Science

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Optimal Discrete Hedging in the Heston Stochastic Volatility Model

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Numerical Solutions of Black-Scholes Integro-Differential Equations With Convergence Analysis

TURKISH JOURNAL OF MATHEMATICS

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