Symmetries of the Black–Scholes–Merton Equation for European Options

The aim of the present paper is the clarification of the result of A. Paliathanasis, K. Krishnakumar, K.M. Tamizhmani and P.G.L. Leach on the symmetry Lie algebra of the Black–Scholes–Merton equation for European options.

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Lobachevskii journal of mathematics 2023-04, Vol.44 (4), p.1256-1263
Hauptverfasser:	Bakirova, L. N., Shurygina, M. A., Shurygin, V. V.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Analysis Geometry Lie groups Mathematical Logic and Foundations Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	The aim of the present paper is the clarification of the result of A. Paliathanasis, K. Krishnakumar, K.M. Tamizhmani and P.G.L. Leach on the symmetry Lie algebra of the Black–Scholes–Merton equation for European options.
ISSN:	1995-0802 1818-9962
DOI:	10.1134/S1995080223040042