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New symmetries of Black-Scholes equation

[期刊]

《WSEAS Transactions on Systems》 2021年20卷

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摘要 : Lie Point symmetries and Euler's formula for solving second order ordinary linear differential equations are used to determine symmetries for the one-dimensional Black-Scholes equation. One symmetry is utilized to determine an inv... 展开

作者	TSHIDISO MASEBE
作者单位	Tshwane University of Technology Maths Science& Tech Department
期刊名称	《WSEAS Transactions on Systems》
总页数	12
语种/中图分类号	英语 / O1
关键词	Lie point symmetries Black-Scholes equation Invariant solution
馆藏号	N2008EPST0010703

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