Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681)
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scientific article; zbMATH DE number 7278473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symmetries and exact solutions of a nonlinear pricing options equation |
scientific article; zbMATH DE number 7278473 |
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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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