Symmetries of the Black-Scholes-Merton equation for European options (Q6133573)

In the present paper the authors add some corrections to the result by \textit{A. Paliathanasis} et al. [Mathematics 4, No. 2, Paper No. 28, 14 p. (2016; Zbl 1358.91101)], on the symmetry of Lie algebra of the Black-Scholes-Merton partial differential equation (PDE) for European option pricing. They shown that this PDE admits additional symmetries.