2 papers
q-fin.MF2025
Semiclassical CEV Option Pricing Model: an Analytical Approach
Jose A. Capitán, Jose Lope-Alba, Juan J. Morales-Ruiz
This paper is devoted to obtain closed form solutions for the semiclassical (or WKB) approximation of the heat kernel propagator of the diffusion equation defined by the constant e…
math.DS2024
Non-integrability of the axisymmetric Bianchi IX cosmological model via Differential Galois Theory
Primitivo Acosta-Humánez, Juan J. Morales-Ruiz, Teresinha J. Stuchi
We investigate the integrability of an anisotropic universe with matter and cosmological constant formulated as Bianchi IX models. The presence of the cosmological constant causes…