Tshidiso Masebe, "New Symmetries of Black-Scholes Equation," WSEAS Transactions on Systems, vol. 20, pp. 76-87, 2021, DOI:10.37394/23202.2021.20.10
Tshidiso Masebe. New Symmetries of Black-Scholes Equation.
WSEAS Transactions on Systems. 2021;20:76-87. 10.37394/23202.2021.20.10
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
Pages: 76-87 WSEAS Transactions on Systems, ISSN / E-ISSN: 1109-2777 / 2224-2678, Volume 20, 2021, Art. #10 DOI: 10.37394/23202.2021.20.10
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