Symmetry reduction and exact solutions of the non-linear Black-Scholes equation

DOI10.1016/j.cnsns.2018.02.028zbMath1470.35141arXiv1512.06151OpenAlexW2226066711MaRDI QIDQ2207892

Oleksii Patsiuk, Sergii Kovalenko

Publication date: 23 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.06151

zbMATH Keywords

exact solutionssymmetry reductionBlack-Scholes equation

Mathematics Subject Classification ID

Nonlinear higher-order PDEs (35G20) Geometric theory, characteristics, transformations in context of PDEs (35A30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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