Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lie symmetry reductions and exact solutions of an option-pricing equation for large agents |
scientific article |
Statements
Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (English)
0 references
31 August 2016
0 references
nonlinear Black-Scholes equation
0 references
optimal system of one-dimensional subalgebras
0 references
Lie point symmetries
0 references
group-invariant solutions
0 references
0 references
