scientific article

zbMath1342.35402MaRDI QIDQ2813832

Refet Polat, Turgut Öziş

Publication date: 27 June 2016

Full work available at URL: http://acmij.az/view.php?lang=az&menu=journal&id=345

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Black-Scholes equationreduction formcontinuous groups of transformationsexpanded Lie group transformations

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Lie groups (22E99) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)