WSEAS Transactions on Systems
Print ISSN: 1109-2777, E-ISSN: 2224-2678
Volume 20, 2021
New Symmetries of Black-Scholes Equation
Author:
Abstract: Lie Point symmetries and Euler’s formula for solving second order ordinary linear differential equations are used to determine symmetries for the one-dimensional Black- Scholes equation. One symmetry is utilized to determine an invariant solutions