On the derivation of nonclassical symmetries of the Black-Scholes equation via an equivalence transformation

DOI10.1155/2020/6645568zbMath1459.35014OpenAlexW3114790070WikidataQ113268362 ScholiaQ113268362MaRDI QIDQ2217831

Winter Sinkala

Publication date: 14 January 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/6645568

Mathematics Subject Classification ID

Geometric theory, characteristics, transformations in context of PDEs (35A30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Symmetries, invariants, etc. in context of PDEs (35B06)

Uses Software

• Mathematica

Cites Work

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