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Found 16 Documents (Results 1–16)

Group analysis of the Guéant and Pu model of option pricing and hedging. (English) Zbl 1504.91319

Luo, Albert C. J. (ed.) et al., Symmetries and applications of differential equations. In memory of Nail H. Ibragimov (1939–2018). Beijing: Higher Education Press; Singapore: Springer. Nonlinear Phys. Sci., 173-203 (2021).
MSC:  91G20 35Q91
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Difference scheme for partial differential equations of fractional order with a nonlinear differentiation operator. (English) Zbl 1453.65232

Pinelas, Sandra (ed.) et al., Differential and difference equations with applications. Selected papers based on the presentations at the fourth international conference, ICDDEA 2019, Lisbon, Portugal, July 1–5, 2019. Cham: Springer. Springer Proc. Math. Stat. 333, 689-703 (2020).
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Asymptotics of a solution of a three-dimensional nonlinear wave equation near a butterfly catastrophe point. (English. Russian original) Zbl 1400.35019

Proc. Steklov Inst. Math. 301, Suppl. 1, S72-S87 (2018); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 23, No. 2, 250-265 (2017).
MSC:  35B25 35L15 35L71
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