Symmetry analysis of the option pricing model with dividend yield from financial markets

DOI10.1016/j.aml.2010.10.046zbMath1203.91297OpenAlexW2056912586MaRDI QIDQ617015

Yifang Liu, Deng-Shan Wang

Publication date: 20 January 2011

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2010.10.046

zbMATH Keywords

Black-Scholes modelexplicit solutionsymmetry reductionLie symmetrydividend yield

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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Cites Work

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