Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics (Q5737645): Difference between revisions

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scientific article; zbMATH DE number 6724050
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Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics
scientific article; zbMATH DE number 6724050

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    Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics (English)
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    30 May 2017
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    modern group analysis
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    financial mathematics
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    Lie remarkability
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    Black-Scholes equation
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    Cox-Ingersoll-Ross equation
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