Complete specification of some partial differential equations that arise in financial mathematics (Q5737645)
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scientific article; zbMATH DE number 6724050
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| English | Complete specification of some partial differential equations that arise in financial mathematics |
scientific article; zbMATH DE number 6724050 |
Statements
Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics (English)
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30 May 2017
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modern group analysis
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financial mathematics
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Lie remarkability
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Black-Scholes equation
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Cox-Ingersoll-Ross equation
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0.8133851885795593
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0.7929701805114746
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0.7901939153671265
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0.7864845991134644
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0.785351574420929
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