Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries
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Publication:827484
DOI10.3934/dcdss.2020122zbMath1451.76101WikidataQ126837859 ScholiaQ126837859MaRDI QIDQ827484
Publication date: 12 January 2021
Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdss.2020122
35L65: Hyperbolic conservation laws
83C15: Exact solutions to problems in general relativity and gravitational theory
76M60: Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics
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