Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion (Q6557966)
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scientific article; zbMATH DE number 7867618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion |
scientific article; zbMATH DE number 7867618 |
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Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion (English)
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18 June 2024
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Lie symmetry analysis
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time fractional Black-Scholes equation
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exact solutions
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fractional Brownian motion
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conservation laws
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