Lie symmetry analysis and conservation laws for the time fractional Black–Scholes equation

DOI10.1142/S0219887820500103MaRDI QIDQ6197232zbMATH OpenOpenAlexWikidataFDO

Authors Youness Chatibi, E. H. El Kinani, Abdelaziz Ouhadan

Publication date 16 February 2024

Published in International Journal of Geometric Methods in Modern Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219887820500103

zbMATH Keywords

conservation lawsfractional Black-Scholes equationinvariant subspace methodLie group analysis

Mathematics Subject Classification ID

Symmetries, invariants, etc. in context of PDEs (35B06) Hyperbolic conservation laws (35L65) Fractional partial differential equations (35R11)

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Cites work

• Applications of fractional calculus in physics
• Exact solutions and invariant subspaces of nonlinear partial differential equations in mechanics and physics.
• scientific article; zbMATH DE number 3944162 (Why is no real title available?)
• scientific article; zbMATH DE number 3762913 (Why is no real title available?)
• scientific article; zbMATH DE number 5209382 (Why is no real title available?)
• Symmetries and differential equations

Cited in

(14)

• A generalized (2 + 1)-dimensional Calogaro-Bogoyavlenskii-Schiff equation: symbolic computation, symmetry reductions, exact solutions, conservation laws
• Variational method to \(p\)-Laplacian fractional Dirichlet problem with instantaneous and noninstantaneous impulses
• Lie symmetry analysis and conservation laws for the time fractional generalized advection-diffusion equation
• High-order sliding mode-based synchronisation of fractional-order chaotic systems subject to output delay and unknown disturbance
• Lie symmetries, invariant subspace method, and conservation laws for a time fractional generalized Broer-Kaup system
• Symmetries of fractional Guéant-Pu model with Gerasimov-Caputo time-derivative
• Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion
• Invariant analysis, approximate solutions, and conservation laws for the time fractional higher order Boussinesq-Burgers system
• Symmetry analysis of the time fractional potential-KdV equation
• Existence result for fractional differential equation on unbounded domain
• On the construction of infinitely many nonclassical symmetries of the Black-Scholes equation
• Lie symmetry analysis, and exact solutions to the time-fractional Black-Scholes equation of the Caputo-type
• Group classification of time fractional Black-Scholes equation with time-dependent coefficients
• Title not available (Why is no real title available?)

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