Exact solutions via invariant approach for Black-Scholes model with time-dependent parameters
Author:
Affiliation:
1. Centre for Mathematics and Statistical Sciences; Lahore School of Economics; Lahore 53200 Pakistan
2. Department of Mathematics; Eastern University; Chenkalady 30350 Sri Lanka
Publisher
Wiley
Subject
General Engineering,General Mathematics
Reference20 articles.
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4. Lie symmetry analysis of differential equations in finance;Gazizov;Nonlinear Dyn,1998
5. Conservation laws for the Black-Scholes equation;Edelstein;Nonlinear Anal Real World Appl,2009
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