Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681): Difference between revisions

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Latest revision as of 02:07, 24 July 2024

scientific article; zbMATH DE number 7278473
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English
Symmetries and exact solutions of a nonlinear pricing options equation
scientific article; zbMATH DE number 7278473

    Statements

    Symmetries and exact solutions of a nonlinear pricing options equation (English)
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    27 November 2020
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    nonlinear partial differential equation
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    nonlinear Black-Scholes equation
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    Schönbucher-Wilmott model
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    pricing options
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    group analysis
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    invariant solution
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