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

MaRDI QIDQ2813832zbMATHFDO

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

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)

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Cited in

(2)

• Expanded Lie group transformations
• scientific article; zbMATH DE number 2059239 (Why is no real title available?)

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