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

DOI10.1142/S0219887820500103OpenAlexW2991590936WikidataQ126778961 ScholiaQ126778961MaRDI QIDQ6197232FDOQ6197232

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 lawsLie group analysisinvariant subspace methodfractional Black-Scholes equation

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

• 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?)
• Applications of fractional calculus in physics
• Exact solutions and invariant subspaces of nonlinear partial differential equations in mechanics and physics.
• Symmetries and differential equations

Cited in

(10)

• Lie symmetries, invariant subspace method, and conservation laws for a time fractional generalized Broer-Kaup system
• Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion
• Existence result for fractional differential equation on unbounded domain
• Symmetry analysis of the time fractional potential-KdV equation
• Lie symmetry analysis and conservation laws for the time fractional generalized advection-diffusion equation
• 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
• Invariant analysis, approximate solutions, and conservation laws for the time fractional higher order Boussinesq-Burgers system
• Symmetries of fractional Guéant-Pu model with Gerasimov-Caputo time-derivative
• High-order sliding mode-based synchronisation of fractional-order chaotic systems subject to output delay and unknown disturbance

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