Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters (Q4581083): Difference between revisions

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Latest revision as of 13:49, 13 October 2024

scientific article; zbMATH DE number 6923733
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Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters
scientific article; zbMATH DE number 6923733

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    Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters (English)
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    23 August 2018
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    Black-Scholes model with time-dependent parameters
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    exact solutions
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    invariant approach
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    Lie symmetries
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