Browsing byAuthorCraddock, M
Showing results 1 to 12 of 12
Issue Date | Title | Author(s) |
2009-02-01 | The calculation of expectations for classes of diffusion processes by lie symmetry methods | Craddock, M; Lennox, KA |
2015-01-01 | Fourier type transforms on Lie symmetry groups | Craddock, M |
2017-01-01 | Fundamental solutions for the two dimensional affine group and H<sup>n+1</sup> | Craddock, M |
2009-03-15 | Fundamental solutions, transition densities and the integration of Lie symmetries | Craddock, M |
2003-12-01 | An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models | Chiarella, C; Craddock, M; El-Hassan, N |
2007-01-15 | Lie group symmetries as integral transforms of fundamental solutions | Craddock, M; Lennox, KA |
2020 | Lie symmetry methods for local volatility models | Craddock, M; Grasselli, M |
2020 | Lie symmetry methods for local volatility models | Craddock, M; Grasselli, M |
2012-01-01 | Lie symmetry methods for multi-dimensional parabolic PDEs and diffusions | Craddock, M; Lennox, KA |
2017-12-05 | New classes of non-convolution integral equations arising from Lie symmetry analysis of hyperbolic PDEs | Craddock, M; Yakubovich, S |
2014-05-01 | On an integral arising in mathematical Finance | Craddock, M |
2004-12-15 | Symmetry group methods for fundamental solutions | Craddock, M; Platen, E |