Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters (Q4581083)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters |
scientific article; zbMATH DE number 6923733
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters |
scientific article; zbMATH DE number 6923733 |
Statements
Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters (English)
0 references
23 August 2018
0 references
Black-Scholes model with time-dependent parameters
0 references
exact solutions
0 references
invariant approach
0 references
Lie symmetries
0 references
0.8333707451820374
0 references
0.8083335757255554
0 references
0.8038956522941589
0 references
0.7880569100379944
0 references
