Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689): Difference between revisions
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| Property / author: M. Dambrine / rank | |||
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| Property / Mathematics Subject Classification ID: 35Q91 / rank | |||
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| Property / Mathematics Subject Classification ID: 35K10 / rank | |||
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| Property / Mathematics Subject Classification ID: 35A30 / rank | |||
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| Property / zbMATH DE Number: 6594918 / rank | |||
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| Property / zbMATH Keywords | |||
symmetry analysis | |||
| Property / zbMATH Keywords: symmetry analysis / rank | |||
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Black-Scholes equation | |||
| Property / zbMATH Keywords: Black-Scholes equation / rank | |||
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financial mathematics | |||
| Property / zbMATH Keywords: financial mathematics / rank | |||
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Revision as of 21:12, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters |
scientific article |
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Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (English)
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17 June 2016
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symmetry analysis
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Black-Scholes equation
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financial mathematics
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