Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters (Q4581083): Difference between revisions
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Revision as of 02:58, 29 February 2024
scientific article; zbMATH DE number 6923733
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| English | 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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