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Invariant solutions and linearized invariant submodels of some option pricing equations - MaRDI portal

Invariant solutions and linearized invariant submodels of some option pricing equations

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Publication:6646061

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DOI10.47475/2500-0101-2024-9-3-446-470MaRDI QIDQ6646061

Khristofor Vasil'evich Yadrikhinskiĭ

Publication date: 29 November 2024

Published in: Chelyabinskiĭ Fiziko-Matematicheskiĭ Zhurnal (Search for Journal in Brave)

zbMATH Keywords

Lie algebra group analysis invariant solution invariant submodel admissible group Black-Scholes type equation

Mathematics Subject Classification ID

Nonassociative rings and algebras (17-XX) Quantum theory (81-XX)

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