Symmetries and exact solutions of a nonlinear pricing options equation
DOI10.13108/2017-9-1-29zbMath1463.58016OpenAlexW2610531686MaRDI QIDQ5136681
Mikhail M. Dyshaev, Vladimir Evgenyevich Fedorov
Publication date: 27 November 2020
Published in: Ufimskii Matematicheskii Zhurnal (Search for Journal in Brave)
Full work available at URL: http://mathnet.ru/eng/ufa363
group analysisnonlinear partial differential equationinvariant solutionnonlinear Black-Scholes equationpricing optionsSchönbucher-Wilmott model
Invariance and symmetry properties for PDEs on manifolds (58J70) Geometric theory, characteristics, transformations in context of PDEs (35A30) Symmetry analysis, Lie group and Lie algebra methods applied to problems in fluid mechanics (76M60) Actuarial science and mathematical finance (91G99)
Related Items (5)
Cites Work
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