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P. G. L. Leach · Study

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P. G. L. Leach

10 works· latest 2016· 3 institutionscluster: provisional

h-index10

i1010

Citations312

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Most cited in this library

La empresa familiar1996 · 140 citations
Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions2007 · 31 citations
An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation2008 · 26 citations
Symmetry-based solution of a model for a combination of a risky investment and a riskless investment2007 · 20 citations
Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility2016 · 19 citations

Works

10 shown

Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility

Mathematics·2016·4 authors·Open access

19citations

Algebraic resolution of equations of the Black–Scholes type with arbitrary time-dependent parameters

Applied Mathematics and Computation·2014·3 authors

15citations

Application of Lie point symmetries to the resolution of certain problems in financial mathematics with a terminal condition

Journal of Engineering Mathematics·2013·3 authors

16citations

Symmetry analysis of a model of stochastic volatility with time-dependent parameters

Journal of Computational and Applied Mathematics·2011·3 authors·Open access

15citations

Algebraic solution of the Stein–Stein model for stochastic volatility

Communications in Nonlinear Science and Numerical Simulation·2010·3 authors

15citations

An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation

Applied Mathematics and Computation·2008·3 authors

26citations

Algebraic properties of evolution partial differential equations modelling prices of commodities

Mathematical Methods in the Applied Sciences·2007·3 authors

15citations

Zero‐coupon bond prices in the Vasicek and CIR models: Their computation as group‐invariant solutions

Mathematical Methods in the Applied Sciences·2007·3 authors

31citations

Symmetry-based solution of a model for a combination of a risky investment and a riskless investment

Journal of Mathematical Analysis and Applications·2007·3 authors·Open access

20citations

La empresa familiar

·1996·1 author

140citations