Conservation laws for the Black–Scholes equation-Reference-Cited by-同舟云学术

Conservation laws for the Black–Scholes equation

Published:2009-12 Issue:6 Volume:10 Page:3372-3380
ISSN:1468-1218
Container-title:Nonlinear Analysis: Real World Applications
language:en
Short-container-title:Nonlinear Analysis: Real World Applications

Author:

Edelstein R.M.,Govinder K.S.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics,General Economics, Econometrics and Finance,General Engineering,General Medicine,Analysis

Reference29 articles.

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4. The valuation of option contracts and a test of market efficiency;Black;J. Finance,1972

5. Lie symmetry analysis of differential equations in finance;Gazizov;Nonlinear Dynam.,1998

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