Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (Q827484): Difference between revisions

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Revision as of 14:23, 1 August 2024

scientific article
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Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries
scientific article

    Statements

    title
    Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries (English)
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    author
    Rehana Naz
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    Imran Naeem
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    publication date
    12 January 2021
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    zbMATH Keywords
    conservation laws
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    potential systems
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    potential symmetries
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    Black-Scholes model
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    exact solutions
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    describes a project that uses
    GeM
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    DESOLVII
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    SADE
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    cites work
    On the Noether map
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    Q4905685
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    Identifiers

    DOI
    10.3934/dcdss.2020122
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    Mathematics Subject Classification ID
    76M60
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    83C15
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    35L65
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    zbMATH DE Number
    7292867
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    OpenAlex ID
    W2985940241
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    Wikidata QID
    Q126837859
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