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Publications by O. Gonzalez-Gaxiola

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

International Journal of Contemporary Mathematical Sciences

English

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Symmetries of the Black-Scholes Equation

Methods and Applications of Analysis

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

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Diffusion Transformations, Black–Scholes Equation and Optimal Stopping

Annals of Applied Probability

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

Advances in Difference Equations

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

Journal of Generalized Lie Theory and Applications

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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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Nonclassical Symmetries of a Nonlinear Diffusion–Convection/Wave Equation and Equivalents Systems

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European Option Pricing of Fractional Black-Scholes Model Using Sumudu Transform and Its Derivatives

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

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