Invariant solutions and linearized invariant submodels of some option pricing equations (Q6646061)
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scientific article; zbMATH DE number 7951719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant solutions and linearized invariant submodels of some option pricing equations |
scientific article; zbMATH DE number 7951719 |
Statements
Invariant solutions and linearized invariant submodels of some option pricing equations (English)
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29 November 2024
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Black-Scholes type equation
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group analysis
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admissible group
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Lie algebra
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invariant submodel
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invariant solution
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