Expanded Lie group transformations and similarity reductions for the celebrity Black-Scholes equation in finance

zbMATH Open1342.35402MaRDI QIDQ2813832FDOQ2813832

Authors: Refet Polat, Turgut Öziş 

Publication date: 27 June 2016

Published in: Applied and Computational Mathematics (Search for Journal in Brave)

Full work available at URL: http://acmij.az/view.php?lang=az&menu=journal&id=345

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zbMATH Keywords

Black-Scholes equationreduction formcontinuous groups of transformationsexpanded Lie group transformations

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Lie groups (22E99)

Cited In (2)

• Expanded Lie group transformations
• Title not available (Why is that?)

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