Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826)
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scientific article; zbMATH DE number 6620721
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| English | Lie symmetry reductions and exact solutions of an option-pricing equation for large agents |
scientific article; zbMATH DE number 6620721 |
Statements
Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (English)
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31 August 2016
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nonlinear Black-Scholes equation
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optimal system of one-dimensional subalgebras
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Lie point symmetries
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group-invariant solutions
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0.8474695086479187
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0.8162434697151184
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0.815008282661438
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0.8082401156425476
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