Invariant solutions of the Black-Scholes equation

DOI10.3390/MCA8010063zbMath1200.91309OpenAlexW2399868602MaRDI QIDQ928590

C. A. Pooe, C. Wafo Soh, F. M. Mahomed

Publication date: 11 June 2008

Published in: Mathematical \& Computational Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/mca8010063

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Geometric theory, characteristics, transformations in context of PDEs (35A30) Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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