Symmetries of the Black-Scholes equation
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Publication:390195
DOI10.4310/MAA.2012.v19.n2.a3zbMath1282.35021arXiv1110.6170MaRDI QIDQ390195
Publication date: 22 January 2014
Published in: Methods and Applications of Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1110.6170
Second-order parabolic equations (35K10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Symmetries, invariants, etc. in context of PDEs (35B06)
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