Expanded Lie group transformations and similarity reductions for the celebrity Black-Scholes equation in finance (Q2813832)
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scientific article; zbMATH DE number 6598365
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| default for all languages | No label defined |
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| English | Expanded Lie group transformations and similarity reductions for the celebrity Black-Scholes equation in finance |
scientific article; zbMATH DE number 6598365 |
Statements
27 June 2016
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Black-Scholes equation
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continuous groups of transformations
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expanded Lie group transformations
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reduction form
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Expanded Lie group transformations and similarity reductions for the celebrity Black-Scholes equation in finance (English)
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0.8058958053588867
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0.7919301390647888
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0.7894402742385864
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0.7888758778572083
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