Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics (Q5737645)
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scientific article; zbMATH DE number 6724050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics |
scientific article; zbMATH DE number 6724050 |
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Complete Specification of Some Partial Differential Equations That Arise in Financial Mathematics (English)
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30 May 2017
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modern group analysis
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financial mathematics
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Lie remarkability
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Black-Scholes equation
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Cox-Ingersoll-Ross equation
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