Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters (Q4581083)
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scientific article; zbMATH DE number 6923733
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| English | Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters |
scientific article; zbMATH DE number 6923733 |
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Exact solutions via invariant approach for Black‐Scholes model with time‐dependent parameters (English)
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23 August 2018
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Black-Scholes model with time-dependent parameters
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exact solutions
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invariant approach
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Lie symmetries
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0.8333707451820374
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0.8083335757255554
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0.8038956522941589
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0.7880569100379944
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