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Symmetries and exact solutions of a nonlinear pricing options equation - MaRDI portal

Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681)

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scientific article; zbMATH DE number 7278473
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English
Symmetries and exact solutions of a nonlinear pricing options equation
scientific article; zbMATH DE number 7278473

    Statements

    title
    Symmetries and exact solutions of a nonlinear pricing options equation (English)
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    publication date
    27 November 2020
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    zbMATH Keywords
    nonlinear partial differential equation
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    nonlinear Black-Scholes equation
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    Schönbucher-Wilmott model
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    pricing options
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    group analysis
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    invariant solution
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    Identifiers

    DOI
    10.13108/2017-9-1-29
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    Mathematics Subject Classification ID
    58J70
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    76M60
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    91G99
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    35A30
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    zbMATH DE Number
    7278473
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    OpenAlex ID
    W2610531686
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