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

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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)

Cites Work

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

Cited In (10)

• 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
• Lie symmetries, invariant subspace method, and conservation laws for a time fractional generalized Broer-Kaup system
• High-order sliding mode-based synchronisation of fractional-order chaotic systems subject to output delay and unknown disturbance
• Symmetries of fractional Guéant-Pu model with Gerasimov-Caputo time-derivative
• Lie symmetry analysis and conservation laws for the time fractional generalized advection-diffusion equation
• Existence result for fractional differential equation on unbounded domain
• Symmetry analysis of the time fractional potential-KdV equation
• Variational method to \(p\)-Laplacian fractional Dirichlet problem with instantaneous and noninstantaneous impulses
• A generalized (2 + 1)-dimensional Calogaro-Bogoyavlenskii-Schiff equation: symbolic computation, symmetry reductions, exact solutions, conservation laws

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