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20022013
most citedInteractions among different types of nonlinear waves described by the Kadomtsev-Petviashvili Equation

5 citations · 7 across the 4 of their papers we have counts for

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q-fin.PR2013★ 1 cited

Option Pricing with Lie Symmetry Analysis and Similarity Reduction Method

Wenqing Bao, ChunLi Chen, Jin E. Zhang

With some transformations, we convert the problem of option pricing under state-dependent volatility into an initial value problem of the Fokker-Planck equation with a certain pote…