Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lie symmetry reductions and exact solutions of an option-pricing equation for large agents |
scientific article; zbMATH DE number 6620721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lie symmetry reductions and exact solutions of an option-pricing equation for large agents |
scientific article; zbMATH DE number 6620721 |
Statements
Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (English)
0 references
31 August 2016
0 references
nonlinear Black-Scholes equation
0 references
optimal system of one-dimensional subalgebras
0 references
Lie point symmetries
0 references
group-invariant solutions
0 references
0 references
