Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation (Q2667135)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation
scientific article

    Statements

    Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation (English)
    0 references
    0 references
    24 November 2021
    0 references
    Black-Scholes equations
    0 references
    Lie symmetry
    0 references
    conservation laws
    0 references
    Chebyshev pseudo-spectral method
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references